Lyapunov exponents for truncated unitary and Ginibre matrices

被引:2
|
作者
Ahn, Andrew [1 ]
Van Peski, Roger [2 ]
机构
[1] Cornell Univ, Dept Math, Ithaca, NY 14850 USA
[2] MIT, Dept Math, Cambridge, MA USA
来源
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES | 2023年 / 59卷 / 02期
关键词
Random matrix products; Lyapunov exponents; Picket fence statistics; PRODUCTS;
D O I
10.1214/22-AIHP1268
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this note, we show that the Lyapunov exponents of mixed products of random truncated Haar unitary and complex Ginibre matrices are asymptotically given by equally spaced 'picket-fence' statistics. We discuss how these statistics should originate from the connection between random matrix products and multiplicative Brownian motion on GLn(C), analogous to the connection between discrete random walks and ordinary Brownian motion. Our methods are based on contour integral formulas for products of classical matrix ensembles from integrable probability.
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页码:1029 / 1039
页数:11
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