Asymptotics of finite system Lyapunov exponents for some random matrix ensembles

DOI10.1088/1751-8113/48/21/215205zbMath1323.15021arXiv1501.05702OpenAlexW3100365135MaRDI QIDQ5256060

Peter J. Forrester

Publication date: 22 June 2015

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1501.05702

zbMATH Keywords

eigenvaluerandom matricesLyapunov exponentsvariancecentral limit theoremGaussian matricesquaternion entries

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Matrices over special rings (quaternions, finite fields, etc.) (15B33) Eigenvalues, singular values, and eigenvectors (15A18) Characteristic and Lyapunov exponents of ordinary differential equations (34D08) Random matrices (algebraic aspects) (15B52) Asymptotic properties of solutions to ordinary differential equations (34D05)

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