Infinite Products of Random Isotropically Distributed Matrices

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• 作者：A. S. Il’yn ; V. A. Sirota ; K. P. Zybin
• 关键词：Lyapunov exponents ; Random matrices ; T ; exponential ; Functional integral ; Stochastic equations ; Turbulence ; Qft
• 刊名：Journal of Statistical Physics
• 出版年：2017
• 出版时间：January 2017
• 年：2017
• 卷：166
• 期：1
• 页码：24-38
• 全文大小：
• 刊物类别：Physics and Astronomy
• 刊物主题：Statistical Physics and Dynamical Systems; Theoretical, Mathematical and Computational Physics; Physical Chemistry; Quantum Physics;
• 出版者：Springer US
• ISSN：1572-9613
• 卷排序：166

文摘

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.