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We prove an elementary formula about the average expansion of certain products of 2 by 2 matrices. This permits us to quickly re-obtain an inequality by M. Herman and a theorem by Dedieu and Shub, both concerning Lyapunov exponents. Indeed,…

Dynamical Systems · Mathematics 2009-12-18 Artur Avila , Jairo Bochi

Let $(g_{n})_{n\geq 1}$ be a sequence of independent identically distributed $d\times d$ real random matrices with Lyapunov exponent $\gamma$. For any starting point $x$ on the unit sphere in $\mathbb R^d$, we deal with the norm $ | G_n x |…

Probability · Mathematics 2019-07-05 Hui Xiao , Ion Grama , Quansheng Liu

Any Zariski dense countable subgroup of $SL(d,R)$ is shown to carry a non-degenerate finitely supported symmetric random walk such that its harmonic measure on the flag space is singular. The main ingredients of the proof are: (1) a new…

Probability · Mathematics 2008-07-08 Vadim A. Kaimanovich , Vincent Le Prince

We generate new hierarchy of many-parameter family of maps of the interval [0,1] with an invariant measure, by composition of the chaotic maps of reference [1]. Using the measure, we calculate Kolmogorov-Sinai entropy, or equivalently…

Chaotic Dynamics · Physics 2015-06-26 M. A. Jafarizadeh , S. Behnia , S. Khorram , H. Naghshara

We study the one-dimensional expanding Lorenz maps and show the existence of dense subset D of Lorens maps such that each f in D has an uncountable set of ergodic invariant probabilities with infinite Lyapunov exponent and positive entropy.…

Dynamical Systems · Mathematics 2022-04-05 Fabiola Pedreira , Vilton Pinheiro

We analyze the invariant distributions of continuous-time and discrete-time random walks on randomly weighted complete digraphs. These distributions correspond to the principal left eigenvectors of the associated random Markov generators…

Probability · Mathematics 2026-02-18 Jacob Calvert , Frank den Hollander , Dana Randall

We describe a new continued fraction system in Minkowski space $\mathbb R^{1,1}$, proving convergence, ergodicity with respect to an explicit invariant measure, and Lagrange's theorem. The proof of ergodicity leads us to the question of…

Dynamical Systems · Mathematics 2025-05-29 Brandon G. Barreto-Rosa , Jean-Philippe Burelle , Anton Lukyanenko , Martha Richey

We show the density of eigenvalues for three classes of random matrix ensembles is determinantal. First we derive the density of eigenvalues of product of $k$ independent $n\times n$ matrices with i.i.d. complex Gaussian entries with a few…

Probability · Mathematics 2016-05-05 Kartick Adhikari , Nanda Kishore Reddy , Tulasi Ram Reddy , Koushik Saha

We show the existence of Lebesgue-equivalent conservative and ergodic $\sigma$-finite invariant measures for a wide class of one-dimensional random maps consisting of piecewise convex maps. We also estimate the size of invariant measures…

Dynamical Systems · Mathematics 2023-03-21 Tomoki Inoue , Hisayoshi Toyokawa

We investigate joint spectral characteristics of a family of matrices $\mathcal F $, associated with products in the semigroup generated by $\mathcal F$. In the literature, extremal measures such as the well-known joint spectral radius and…

Dynamical Systems · Mathematics 2026-04-27 Francesco Paolo Maiale , Anastasiia Trofimova , Nicola Guglielmi

The singular values of products of standard complex Gaussian random matrices, or sub-blocks of Haar distributed unitary matrices, have the property that their probability distribution has an explicit, structured form referred to as a…

Probability · Mathematics 2020-07-28 Mario Kieburg , Peter J. Forrester , Jesper R. Ipsen

We study a class of Markov chains that model the evolution of a quantum system subject to repeated measurements. Each Markov chain in this class is defined by a measure on the space of matrices. It is then given by a random product of…

Probability · Mathematics 2017-04-03 Tristan Benoist , Martin Fraas , Yan Pautrat , Clément Pellegrini

Anomalies are known to appear in the perturbation theory for the one-dimensional Anderson model. A systematic approach to anomalies at critical points of products of random matrices is developed, classifying and analysing their possible…

Mathematical Physics · Physics 2007-05-23 Hermann Schulz-Baldes

We analyze the top Lyapunov exponent of the product of sequences of two by two matrices that appears in the analysis of several statistical mechanics models with disorder: for example these matrices are the transfer matrices for the nearest…

Probability · Mathematics 2022-09-01 Giambattista Giacomin , Rafael L. Greenblatt

Consider the product of $m$ independent $n\times n$ random matrices from the spherical ensemble for $m\ge 1$. The empirical distribution based on the $n$ eigenvalues of the product is called the empirical spectral distribution. Two recent…

Statistics Theory · Mathematics 2017-04-06 Shuhua Chang , Yongcheng Qi

We consider the empirical eigenvalue distribution of an $m\times m$ principle submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. Earlier work of Petz and R\'effy identified the limiting spectral measure…

Probability · Mathematics 2019-04-12 Elizabeth Meckes , Kathryn Stewart

We describe all boundedly finite measures which are invariant by Cartesian powers of an infinite measure preserving version of Chacon transformation. All such ergodic measures are products of so-called diagonal measures, which are measures…

Dynamical Systems · Mathematics 2017-05-24 Elise Janvresse , Emmanuel Roy , Thierry De La Rue

The concept of Lyapunov exponent has long occupied a central place in the theory of Anderson localisation; its interest in this particular context is that it provides a reasonable measure of the localisation length. The Lyapunov exponent…

Disordered Systems and Neural Networks · Physics 2013-08-20 Alain Comtet , Christophe Texier , Yves Tourigny

It follows from Oseledec Multiplicative Ergodic Theorem (or Kingmans Subadditional Ergodic Theorem) that the Lyapunov-irregular set of points for which the Oseledec averages of a given continuous cocycle diverge has zero measure with…

Dynamical Systems · Mathematics 2019-07-23 An Chen , Xueting Tian

For a non-elementary subgroup of the mapping class group of a surface, we study its invariant Radon measures on the space of measured laminations, by classifying them on the recurrent measured laminations. In particular, given a…

Dynamical Systems · Mathematics 2025-10-28 Inhyeok Choi , Dongryul M. Kim
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