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Infinite Products of Random Isotropically Distributed Matrices

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 Lyap...

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Bibliographic Details
Published in:Journal of statistical physics 2017, Vol.166 (1), p.24-38
Main Authors: Il’yn, A. S., Sirota, V. A., Zybin, K. P.
Format: Article
Language:English
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Summary: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.
ISSN:0022-4715
1572-9613
DOI:10.1007/s10955-016-1675-9