On the largest Lyapunov exponent for products of Gaussian matrices

DOI10.1007/s10955-014-1077-9zbMath1307.15056arXiv1306.6576OpenAlexW3099809910MaRDI QIDQ478421

Vladislav Kargin

Publication date: 3 December 2014

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1306.6576

zbMATH Keywords

universalityLyapunov exponentspiked modelsrandom matrix productsGaussian matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52) Nonuniformly hyperbolic systems (Lyapunov exponents, Pesin theory, etc.) (37D25)

Related Items (8)

Products of many large random matrices and gradients in deep neural networks ⋮ Lyapunov exponent, universality and phase transition for products of random matrices ⋮ Lyapunov exponents for some isotropic random matrix ensembles ⋮ The product of \(m\) real \(N \times N\) Ginibre matrices: real eigenvalues in the critical regime \(m = O(N)\) ⋮ Asymptotic Lyapunov exponents for large random matrices ⋮ Time-inhomogeneous random Markov chains ⋮ Lyapunov exponent and variance in the CLT for products of random matrices related to random Fibonacci sequences ⋮ CLT with explicit variance for products of random singular matrices related to Hill’s equation

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