Products of Random Matrices
Data Analysis, Statistics and Probability
2009-11-07 v1 General Physics
Abstract
We derive analytic expressions for infinite products of random 2x2 matrices. The determinant of the target matrix is log-normally distributed, whereas the remainder is a surprisingly complicated function of a parameter characterizing the norm of the matrix and a parameter characterizing its skewness. The distribution may have importance as an uncommitted prior in statistical image analysis.
Cite
@article{arxiv.physics/0202037,
title = {Products of Random Matrices},
author = {A. D. Jackson and B. Lautrup and P. Johansen and M. Nielsen},
journal= {arXiv preprint arXiv:physics/0202037},
year = {2009}
}
Comments
9 pages, 1 figure