Paper detail

Lyapunov exponents for products of complex Gaussian random matrices

The exact value of the Lyapunov exponents for the random matrix product $P_N = A_N A_{N-1}...A_1$ with each $A_i = Σ^{1/2} G_i^{\rm c}$, where $Σ$ is a fixed $d \times d$ positive definite matrix and $G_i^{\rm c}$ a $d \times d$ complex Gaussian matrix with entries standard complex normals, are calculated. Also obtained is an exact expression for the sum of the Lyapunov exponents in both the complex and real cases, and the Lyapunov exponents for diffusing complex matrices.

preprint2012arXivOpen access

Signal facts

What is known right now

Open access1 author3 topics

Next steps

Decide what to do with this paper

Use like or dislike for the fast social read. The more specific scholarly feedback stays available below when needed.

Log in to curate

Reading frame

Keep the important context close to the paper

Keep the important signals around this paper in one place: votes, save state, collection context, reviews and the metadata you need before deciding what to do next.

Institutions

Add specific reaction

Move through the context

Research map

Open full explorer

Move through nearby people, institutions, topics and adjacent work without leaving the paper page.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Structured reviews

0 review(s)

ContributeLeave structured feedbackUse the review template when you have a concrete strength, concern or method question.Open review form

No structured reviews yet. High-signal critique starts here.

Work discussion

0 comment(s)

DiscussAdd a high-signal commentKeep quick notes, caveats and replication pointers separate from formal reviews.Open comment form

No discussion yet. The first strong comment sets the tone.