Products of Random Matrices

Row Products of Random Matrices

Let ∆1, . . . ,∆K be d × n matrices. We define the row product of these matrices as a d × n matrix, whose rows are entry-wise products of rows of ∆1, . . . ,∆K . This construction arises in certain computer science problems. We study the question, to which extent the spectral and geometric properties of the row product of independent random matrices resemble those properties for a d × n matrix ...

Products of Random Rectangular Matrices

We study the asymptotic behaviour of points under matrix cocyles generated by rectangular matrices. In particular we prove a random Perron-Frobenius and a Multiplicative Ergodic Theorem. We also provide an example where such products of random rectangular matrices arise in the theory of random walks in random environments and where the Multiplicative Ergodic Theorem can be used to investigate r...

Products of random matrices for disordered systems.

Products of random transfer matrices are applied to low dimensional disordered systems to evaluate numerically extensive quantities such as entropy and overlap probability distribution. The main advantage is the possibility to avoid numerical differentiation. The method works for arbitrary disorder distributions at any temperature. 75.10.Nr, 05.50.+q, 02.50.+s Typeset using REVTEX 1 Products of...

Lyapunov Exponent for Products of Random Matrices

Tensor Products of Random Unitary Matrices

Tensor products of M random unitary matrices of size N from the circular unitary ensemble are investigated. We show that the spectral statistics of the tensor product of random matrices becomes Poissonian if M = 2, N become large or M become large and N = 2. 2010 Mathematics Subject Classification. 15B52.