Infinite Products of Random Isotropically Distributed Matrices
arXiv:1607.03616 · doi:10.1007/s10955-016-1675-9
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.
References in corpus (6)
- Particles and fields in fluid turbulence
- Universal long-time properties of Lagrangian statistics in the Batchelor regime and their application to the passive scalar problem
- Small-scale turbulent dynamo
- The Lyapunov Spectrum of a Continuous Product of Random Matrices
- Statistical Properties of the T-exponential of Isotropically Distributed Random Matrices
- On the multifractal structure of fully developed turbulence