English
Related papers

Related papers: Lyapunov exponents for some isotropic random matri…

200 papers

Consider directed polymers in a random environment on the complete graph of size $N$. This model can be formulated as a product of i.i.d. $N\times N$ random matrices and its large time asymptotics is captured by Lyapunov exponents and the…

Probability · Mathematics 2018-01-22 Francis Comets , Gregorio R. Moreno Flores , Alejandro F. Ramirez

Lyapunov exponents of a dynamical system are a useful tool to gauge the stability and complexity of the system. This paper offers a definition of Lyapunov exponents for a sequence of free linear operators. The definition is based on the…

Probability · Mathematics 2008-11-29 Vladislav Kargin

This is a survey of known results on estimating the principal Lyapunov exponent of a time-dependent linear differential equation possessing some monotonicity properties. Equations considered are mainly strongly cooperative systems of…

Dynamical Systems · Mathematics 2014-11-18 Janusz Mierczyński

We introduce a simple quantum generalization of the spectrum of classical Lyapunov exponents. We apply it to the SYK and XXZ models, and study the Lyapunov growth and entropy production. Our numerical results suggest that a black hole is…

Quantum Physics · Physics 2019-04-15 Hrant Gharibyan , Masanori Hanada , Brian Swingle , Masaki Tezuka

Generic dynamical systems have `typical' Lyapunov exponents, measuring the sensitivity to small perturbations of almost all trajectories. A generic system has also trajectories with exceptional values of the exponents, corresponding to…

Statistical Mechanics · Physics 2013-06-06 Tanguy Laffargue , Khanh-Dang Nguyen Thu Lam , Jorge Kurchan , Julien Tailleur

We study the Lyapunov exponents of a two-dimensional, random Lorentz gas at low density. The positive Lyapunov exponent may be obtained either by a direct analysis of the dynamics, or by the use of kinetic theory methods. To leading orders…

Chaotic Dynamics · Physics 2016-09-08 H. V. Kruis , Debabrata Panja , Henk van Beijeren

The structure of Lyapunov spectra for many particle systems with a random interaction between the particles is discussed. The dynamics of the tangent space is expressed as a master equation, which leads to a formula that connects the…

Chaotic Dynamics · Physics 2007-05-23 Tooru Taniguchi , Gary P. Morriss

Two-term asymptotic formulae for the probability distribution functions for the smallest eigenvalue of the Jacobi $ \beta $-Ensembles are derived for matrices of large size in the r\'egime where $ \beta > 0 $ is arbitrary and one of the…

Probability · Mathematics 2024-01-24 B. Winn

The cumulant expansion is used to estimate generalized Lyapunov exponents of the random-frequency harmonic oscillator. Three stochastic processes are considered: Gaussian white noise, Ornstein-Uhlenbeck, and Poisson shot noise. In some…

Statistical Mechanics · Physics 2015-06-03 Raul Vallejos , Celia Anteneodo

Dynamics of coupled chaotic oscillators on a network are studied using coupled maps. Within a broad range of parameter values representing the coupling strength or the degree of elements, the system repeats formation and split of coherent…

Chaotic Dynamics · Physics 2016-12-21 Kenji Shinoda , Kunihiko Kaneko

The spectral density for random matrix $\beta$ ensembles can be written in terms of the average of the absolute value of the characteristic polynomial raised to the power of $\beta$, which for even $\beta$ is a polynomial of degree…

Mathematical Physics · Physics 2020-06-30 Anas A. Rahman , Peter J. Forrester

We study a unitary version of the one-dimensional Anderson model, given by a five diagonal deterministic unitary operator multiplicatively perturbed by a random phase matrix. We fully characterize positivity and vanishing of the Lyapunov…

Mathematical Physics · Physics 2013-02-26 Eman Hamza , Günter Stolz

We study two models of Anderson-type random operators on two deterministically coupled continuous strings. Each model is associated with independent, identically distributed four-by-four symplectic transfer matrices, which describe the…

Mathematical Physics · Physics 2007-05-23 Hakim Boumaza , Günter Stolz

This is the second part in a series of papers concerned with principal Lyapunov exponents and principal Floquet subspaces of positive random dynamical systems in ordered Banach spaces. The current part focuses on applications of general…

Dynamical Systems · Mathematics 2014-11-06 Janusz Mierczyński , Wenxian Shen

In this paper we introduce a method that allows one to prove uniform local results for one-dimensional discrete Schr\"odinger operators with Sturmian potentials. We apply this method to the transfer matrices in order to study the Lyapunov…

Mathematical Physics · Physics 2007-05-23 David Damanik , Daniel Lenz

In this paper, we give a quantitative estimate for the sum of the first $N$ Lyapunov exponents for random perturbations of a natural class $2N$-dimensional volume-preserving systems exhibiting strong hyperbolicity on a large but…

Dynamical Systems · Mathematics 2021-12-01 Alex Blumenthal , Jinxin Xue , Yun Yang

In this article we consider the Markovian products of invertible (not necessarily positive) matrices chosen from a strongly irreducible, contracting, finite set of matrices. We construct Markovian transfer operators and prove the spectral…

Probability · Mathematics 2020-01-22 Fan Wang , David Steinsaltz

We formulate a class of angular Gaussian distributions that allows different degrees of isotropy for directional random variables of arbitrary dimension. Through a series of novel reparameterization, this distribution family is indexed by…

Methodology · Statistics 2022-12-13 Zehao Yu , Xianzheng Huang

It is shown how continuous products of random transformations constrained by a generic group structure can be studied by using Iwasawa's decomposition into ``angular'', ``diagonal'' and ``shear'' degrees of freedom. In the case of a…

Chaotic Dynamics · Physics 2007-05-23 Andrea Gamba

We consider products of matrices of the form $A_n=O_n+\epsilon N_n$ where $O_n$ is a sequence of $d\times d$ orthogonal matrices and $N_n$ has independent standard normal entries and the $(N_n)$ are mutually independent. We study the…

Dynamical Systems · Mathematics 2023-09-18 Sam Bednarski , Anthony Quas