The Concentration of the Product of Exponentials Around the Exponential of the Sum

DOI10.1080/00029890.2023.2185036MaRDI QIDQ6041460zbMATH OpenFDO

Authors Michael Anshelevich

Publication date 31 May 2023

Published in The American Mathematical Monthly (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2207.00613

zbMATH Keywords

Lie-Trotter formula

Mathematics Subject Classification ID

Matrix exponential and similar functions of matrices (15A16)

Abstract: For two matrices $A$ and $B$, and large $n$, we show that most products of $n$ factors of $e^{A/n}$ and $n$ factors of $e^{B/n}$ are close to $e^{A+B}$. This extends the Lie-Trotter formula. The elementary proof is based on the relation between words and lattice paths, asymptotics of binomial coefficients, and matrix inequalities. The result holds for more than two matrices.

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Cites work

• A proof of Lie's product formula
• scientific article; zbMATH DE number 3995711 (Why is no real title available?)
• scientific article; zbMATH DE number 6319745 (Why is no real title available?)
• Lattice path enumeration
• Lost (and Found) in Translation: André's Actual Method and Its Application to the Generalized Ballot Problem

Cited in

(4)

• On the product of matrix exponentials
• Higher order alternate directions methods
• A proof of Lie's product formula
• scientific article; zbMATH DE number 6124008 (Why is no real title available?)

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