Lyapunov exponents for truncated unitary and Ginibre matrices

DOI10.1214/22-AIHP1268MaRDI QIDQ6100166zbMATHOpenAlexFDO

Authors Andrew Ahn, Roger van Peski

Publication date 21 June 2023

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2109.07375

zbMATH Keywords

Lyapunov exponentsGinibre matricesrandom matrix productsHaar unitary matricespicket fence statisticstruncated matrices

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

Abstract: In this note, we show that the Lyapunov exponents of mixed products of random truncated Haar unitary and complex Ginibre matrices are asymptotically given by equally spaced `picket-fence' statistics. We discuss how these statistics should originate from the connection between random matrix products and multiplicative Brownian motion on $operatorname{GL}_n(mathbbC)$, analogous to the connection between discrete random walks and ordinary Brownian motion. Our methods are based on contour integral formulas for products of classical matrix ensembles from integrable probability.

Recommendations

• Asymptotics of finite system Lyapunov exponents for some random matrix ensembles
• Universal distribution of Lyapunov exponents for products of Ginibre matrices
• Equality of Lyapunov and Stability Exponents for Products of Isotropic Random Matrices
• Lyapunov exponents for products of complex Gaussian random matrices
• Universality for products of random matrices. I: Ginibre and truncated unitary cases

Cites work

• scientific article; zbMATH DE number 5081215 (Why is no real title available?)
• scientific article; zbMATH DE number 3936077 (Why is no real title available?)
• scientific article; zbMATH DE number 3375319 (Why is no real title available?)
• A proof of Oseledec's multiplicative ergodic theorem
• Brownian motion in a Weyl chamber, non-colliding particles, and random matrices
• Crystallization of random matrix orbits
• Gaussian fluctuations for products of random matrices
• General \(\beta\)-Jacobi corners process and the Gaussian free field
• Isotropic Brownian motions over complex fields as a solvable model for May-Wigner stability analysis
• Limit theorems for non-commutative operators. I
• Limits and fluctuations of \(p\)-adic random matrix products
• Lyapunov exponents for products of complex Gaussian random matrices
• Macdonald processes
• On asymptotics of large Haar distributed unitary matrices
• Product matrix processes as limits of random plane partitions
• Products of Random Matrices
• Products of many large random matrices and gradients in deep neural networks
• Products of random matrices in statistical physics
• Stochastic analysis on manifolds
• The distribution of Lyapunov exponents: Exact results for random matrices
• The triangle law for Lyapunov exponents of large random matrices
• Universal distribution of Lyapunov exponents for products of Ginibre matrices
• Universality of local spectral statistics of random matrices

Cited in

(6)

• Extremal singular values of random matrix products and Brownian motion on \(\text{\textsf{GL}} (N, \mathbb{C})\)
• Random-Matrix Models of Monitored Quantum Circuits
• Lyapunov exponents for products of rectangular real, complex and quaternionic Ginibre matrices
• Local limits in \(p\)-adic random matrix theory
• Lyapunov exponents for matrices with invariant subspaces
• Limits and fluctuations of \(p\)-adic random matrix products

This page was built for publication: Lyapunov exponents for truncated unitary and Ginibre matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6100166)