Infinite Products of Random Isotropically Distributed Matrices

被引：0
|
作者：
A. S. Il’yn
V. A. Sirota
K. P. Zybin
机构：
[1] P.N.Lebedev Physical Institute of RAS,
[2] National Research University Higher School of Economics,undefined
来源：
Journal of Statistical Physics | 2017年 / 166卷
关键词：
Lyapunov exponents; Random matrices; T-exponential; Functional integral; Stochastic equations; Turbulence; Qft;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
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.
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页码：24 / 38
页数：14
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