The Lyapunov spectrum of a continuous product of random matrices
نویسندگان
چکیده
منابع مشابه
Spectrum of the product of independent random Gaussian matrices.
We show that the eigenvalue density of a product X=X1X2...XM of M independent NxN Gaussian random matrices in the limit N-->infinity is rotationally symmetric in the complex plane and is given by a simple expression rho(z,z)=1/Mpisigma(-2/M)|z|(-2+(2/M)) for |z|sigma. The parameter sigma corresponds to the radius of the circular support and is related to the ampli...
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ژورنال
عنوان ژورنال: Journal of Statistical Physics
سال: 1996
ISSN: 0022-4715,1572-9613
DOI: 10.1007/bf02174216