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Infinite Products of Random Isotropically Distributed Matrices
- Publication Year :
- 2016
-
Abstract
- Statistical properties of infinite products of random isotropically distributed matrices are investigated. Both for continuous processes with finite correlation time and discrete sequences of independent matrices, a formalism that allows to calculate easily the Lyapunov spectrum and generalized Lyapunov exponents is developed. This problem is of interest to probability theory, statistical characteristics of matrix T-exponentials are also needed for turbulent transport problems, dynamical chaos and other parts of statistical physics.
- Subjects :
- Nonlinear Sciences - Chaotic Dynamics
Physics - Fluid Dynamics
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.1607.03616
- Document Type :
- Working Paper
- Full Text :
- https://doi.org/10.1007/s10955-016-1675-9