Infinite Products of Random Isotropically Distributed Matrices
Chaotic Dynamics
2016-12-21 v1 Fluid Dynamics
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.
Cite
@article{arxiv.1607.03616,
title = {Infinite Products of Random Isotropically Distributed Matrices},
author = {A. S. Il'yn and V. A. Sirota and K. P. Zybin},
journal= {arXiv preprint arXiv:1607.03616},
year = {2016}
}