Lyapunov exponents of free operators

DOI10.1016/J.JFA.2008.08.011MaRDI QIDQ960557zbMATHOpenAlexFDO

Authors Vladislav Kargin

Publication date 22 December 2008

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0712.1378

zbMATH Keywords

Lyapunov exponentsfree probabilitylarge random matricesFuglede-Kadison determinant

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Free probability and free operator algebras (46L54) Dynamical systems with hyperbolic behavior (37D99)

Abstract: Lyapunov exponents of a dynamical system are a useful tool to gauge the stability and complexity of the system. This paper offers a definition of Lyapunov exponents for a sequence of free linear operators. The definition is based on the concept of the extended Fuglede-Kadison determinant. We establish the existence of Lyapunov exponents, derive formulas for their calculation, and show that Lyapunov exponents of free variables are additive with respect to operator product. We illustrate these results using an example of free operators whose singular values are distributed by the Marchenko-Pastur law, and relate this example to C. M. Newman's "triangle" law for the distribution of Lyapunov exponents of large random matrices with independent Gaussian entries. As an interesting by-product of our results, we derive a relation between the extended Fuglede-Kadison determinant and Voiculescu's S-transform.

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Cited in

(7)

• Non-asymptotic results for singular values of Gaussian matrix products
• Relation between the spectrum of operators and Lyapunov exponents
• Lyapunov exponent and rotation number for stochastic Dirac operators
• Products of many large random matrices and gradients in deep neural networks
• Lyapunov exponents for products of complex Gaussian random matrices
• Gaussian fluctuations for products of random matrices
• On the largest Lyapunov exponent for products of Gaussian matrices

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