Products of Random Matrices
arXiv:physics/0202037 · doi:10.1103/PhysRevE.66.066124
Abstract
We derive analytic expressions for infinite products of random 2x2 matrices. The determinant of the target matrix is log-normally distributed, whereas the remainder is a surprisingly complicated function of a parameter characterizing the norm of the matrix and a parameter characterizing its skewness. The distribution may have importance as an uncommitted prior in statistical image analysis.
9 pages, 1 figure
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