截断酉矩阵和Ginibre矩阵的Lyapunov指数

IF 1.5 Q2 PHYSICS, MATHEMATICAL Annales de l Institut Henri Poincare D Pub Date : 2021-09-15 DOI:10.1214/22-aihp1268
Andrew Ahn, Roger Van Peski
{"title":"截断酉矩阵和Ginibre矩阵的Lyapunov指数","authors":"Andrew Ahn, Roger Van Peski","doi":"10.1214/22-aihp1268","DOIUrl":null,"url":null,"abstract":"In this note, we show that the Lyapunov exponents of mixed products of random truncated Haar unitary and complex Ginibre matrices are asymptotically given by equally spaced `picket-fence' statistics. We discuss how these statistics should originate from the connection between random matrix products and multiplicative Brownian motion on $\\operatorname{GL}_n(\\mathbb{C})$, analogous to the connection between discrete random walks and ordinary Brownian motion. Our methods are based on contour integral formulas for products of classical matrix ensembles from integrable probability.","PeriodicalId":42884,"journal":{"name":"Annales de l Institut Henri Poincare D","volume":"20 1","pages":""},"PeriodicalIF":1.5000,"publicationDate":"2021-09-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"5","resultStr":"{\"title\":\"Lyapunov exponents for truncated unitary and Ginibre matrices\",\"authors\":\"Andrew Ahn, Roger Van Peski\",\"doi\":\"10.1214/22-aihp1268\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this note, we show that the Lyapunov exponents of mixed products of random truncated Haar unitary and complex Ginibre matrices are asymptotically given by equally spaced `picket-fence' statistics. We discuss how these statistics should originate from the connection between random matrix products and multiplicative Brownian motion on $\\\\operatorname{GL}_n(\\\\mathbb{C})$, analogous to the connection between discrete random walks and ordinary Brownian motion. Our methods are based on contour integral formulas for products of classical matrix ensembles from integrable probability.\",\"PeriodicalId\":42884,\"journal\":{\"name\":\"Annales de l Institut Henri Poincare D\",\"volume\":\"20 1\",\"pages\":\"\"},\"PeriodicalIF\":1.5000,\"publicationDate\":\"2021-09-15\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"5\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Annales de l Institut Henri Poincare D\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1214/22-aihp1268\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"PHYSICS, MATHEMATICAL\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Annales de l Institut Henri Poincare D","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1214/22-aihp1268","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"PHYSICS, MATHEMATICAL","Score":null,"Total":0}
引用次数: 5

摘要

在本文中,我们证明了随机截断Haar酉矩阵和复Ginibre矩阵的混合积的Lyapunov指数是由等间距的“尖桩栅栏”统计量渐近给出的。我们讨论了这些统计量是如何从$\operatorname{GL}_n(\mathbb{C})$上的随机矩阵乘积和乘法布朗运动之间的联系中产生的,类似于离散随机游动和普通布朗运动之间的联系。我们的方法是基于可积概率的经典矩阵系积的轮廓积分公式。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
查看原文
分享 分享
微信好友 朋友圈 QQ好友 复制链接
本刊更多论文
Lyapunov exponents for truncated unitary and Ginibre matrices
In this note, we show that the Lyapunov exponents of mixed products of random truncated Haar unitary and complex Ginibre matrices are asymptotically given by equally spaced `picket-fence' statistics. We discuss how these statistics should originate from the connection between random matrix products and multiplicative Brownian motion on $\operatorname{GL}_n(\mathbb{C})$, analogous to the connection between discrete random walks and ordinary Brownian motion. Our methods are based on contour integral formulas for products of classical matrix ensembles from integrable probability.
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
CiteScore
2.30
自引率
0.00%
发文量
16
期刊最新文献
A vertex model for supersymmetric LLT polynomials Duality of orthogonal and symplectic random tensor models Second order cumulants: Second order even elements and $R$-diagonal elements Fluctuations of dimer heights on contracting square-hexagon lattices Reflection of stochastic evolution equations in infinite dimensional domains
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
0
微信
客服QQ
Book学术公众号 扫码关注我们
反馈
×
意见反馈
请填写您的意见或建议
请填写您的手机或邮箱
已复制链接
已复制链接
快去分享给好友吧!
我知道了
×
扫码分享
扫码分享
Book学术官方微信
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术
文献互助 智能选刊 最新文献 互助须知 联系我们:info@booksci.cn
Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。
Copyright © 2023 Book学术 All rights reserved.
ghs 京公网安备 11010802042870号 京ICP备2023020795号-1