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The Concentration of the Product of Exponentials Around the Exponential of the Sum
For two matrices A and B, and large n, we show that most products of n factors of and n factors of are close to . This extends the Lie-Trotter formula. The elementary proof is based on the relation between words and lattice paths, asymptotics of binomial coefficients, and matrix inequalities. The re...
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Published in: | The American mathematical monthly 2023-07, Vol.130 (6), p.503-514 |
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Main Authors: | , |
Format: | Article |
Language: | English |
Subjects: | |
Citations: | Items that this one cites |
Online Access: | Get full text |
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Summary: | For two matrices A and B, and large n, we show that most products of n factors of
and n factors of
are close to
. This extends the Lie-Trotter formula. The elementary proof is based on the relation between words and lattice paths, asymptotics of binomial coefficients, and matrix inequalities. The result holds for more than two matrices. |
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ISSN: | 0002-9890 1930-0972 |
DOI: | 10.1080/00029890.2023.2185036 |