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math.PR2018★ 10 cited
Lyapunov exponent, universality and phase transition for products of random matrices
Dang-Zheng Liu, Dong Wang, Yanhui Wang
Products of i.i.d. random matrices of size are related to classical limit theorems in probability theory ( and large ), to Lyapunov exponents in dynamical…
math.PR2018
Singular Value Statistics for the Spiked Elliptic Ginibre Ensemble
Dang-Zheng Liu, Yanhui Wang
The complex elliptic Ginibre ensemble with coupling is a complex Gaussian matrix interpolating between the Gaussian Unitary Ensemble (GUE) and the Ginibre ensemble. It has been…