Lyapunov exponents for truncated unitary and Ginibre matrices

preprint2022arXivOpen access

Abstract

In this note, we show that the Lyapunov exponents of mixed products of random truncated Haar unitary and complex Ginibre matrices are asymptotically given by equally spaced `picket-fence' statistics. We discuss how these statistics should originate from the connection between random matrix products and multiplicative Brownian motion on GL⁡n(C)\operatorname{GL}_n(\mathbb{C}), analogous to the connection between discrete random walks and ordinary Brownian motion. Our methods are based on contour integral formulas for products of classical matrix ensembles from integrable probability.

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