Infinite Products of Random Isotropically Distributed Matrices |
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| Authors: | A S Il’yn V A Sirota K P Zybin |
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| Institution: | 1.P.N.Lebedev Physical Institute of RAS,Moscow,Russia;2.National Research University Higher School of Economics,Moscow,Russia |
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| Abstract: | Statistical properties of infinite products of random isotropically distributed matrices are investigated. Both for continuous processes with finite correlation time and discrete sequences of independent matrices, a formalism that allows to calculate easily the Lyapunov spectrum and generalized Lyapunov exponents is developed. This problem is of interest to probability theory, statistical characteristics of matrix T-exponentials are also needed for turbulent transport problems, dynamical chaos and other parts of statistical physics. |
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