Products of random matrices

被引：26
|
作者：
Jackson, AD
Lautrup, B
Johansen, P
Nielsen, M
机构：
[1] Niels Bohr Inst, DK-2100 Copenhagen, Denmark
[2] Univ Copenhagen, Inst Comp Sci, Copenhagen, Denmark
[3] IT Univ Copenhagen, Copenhagen, Denmark
来源：
PHYSICAL REVIEW E | 2002年 / 66卷 / 06期
关键词：
D O I：
10.1103/PhysRevE.66.066124
中图分类号：
O35 [流体力学]; O53 [等离子体物理学];
学科分类号：
070204 ; 080103 ; 080704 ;
摘要：
We derive analytic expressions for infinite products of random 2x2 matrices. The determinant of the target matrix is log-normally distributed, whereas the remainder is a surprisingly complicated function of a parameter characterizing the norm of the matrix and a parameter characterizing its skewness. The distribution may have importance as an uncommitted prior in statistical image analysis.
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页数：5
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