Zeta function for the Lyapunov exponent of a product of random matrices

Abstract

A cycle expansion for the Lyapunov exponent of a product of random matrices is derived. The formula is non-perturbative and numerically effective, which allows the Lyapunov exponent to be computed to high accuracy. In particular, the free energy and the heat capacity are computed for the one-dimensional Ising model with quenched disorder. The formula is derived by using a Bernoulli dynamical system to mimic the randomness.

arXiv commentCYCLER Paper 93Jan01