科研之友
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摘要
For products P-N of N random matrices of size d x d, there is a natural notion of finite N Lyapunov exponents {mu(i)}(i=1)(d). In the case of standard Gaussian random matrices with real, complex or real quaternion elements, and extended to the general variance case for mu(1), methods known for the computation of lim(N ->infinity) <mu(i)> are used to compute the large N form of the variances of the exponents. Analogous calculations are performed in the case that the matrices making up P-N are products of sub-blocks of random unitary matrices with Haar measure. Furthermore, we make some remarks relating to the coincidence of the Lyapunov exponents and the stability exponents relating to the eigenvalues of P-N.
- 出版日期2015-5-29
