THE TRIANGLE LAW FOR LYAPUNOV EXPONENTS OF LARGE RANDOM MATRICES

被引：21
|
作者：
ISOPI, M
NEWMAN, CM
机构：
[1] Courant Institute of Mathematical Sciences, New York, 10012, NY
来源：
COMMUNICATIONS IN MATHEMATICAL PHYSICS | 1992年 / 143卷 / 03期
关键词：
D O I：
10.1007/BF02099267
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
For products, A(t).A(t - 1)...A(1), of i.i.d. N x N random matrices, with i.i.d. entries, a triangle law governs the N --> infinity distribution of Lyapunov exponents, much like Wigner's quarter-circle law governs the singular values of A(1). Our proof requires finite fourth moments and a bounded density; the result was previously derived only in the Gaussian case.
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页码：591 / 598
页数：8
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