Lyapunov exponents for truncated unitary and Ginibre matrices

DOI10.1214/22-AIHP1268zbMATH Open1521.60004arXiv2109.07375OpenAlexW3200670327MaRDI QIDQ6100166FDOQ6100166

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)

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.

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

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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)

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Cited In (6)

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

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