Products of random matrices
We derive analytic expressions for infinite products of random 2 x 2 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 skewne...
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Veröffentlicht in: | Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics Statistical physics, plasmas, fluids, and related interdisciplinary topics, 2002-12, Vol.66 (6 Pt 2), p.066124, Article 066124 |
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Hauptverfasser: | , , , |
Format: | Artikel |
Sprache: | eng |
Online-Zugang: | Volltext |
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Zusammenfassung: | We derive analytic expressions for infinite products of random 2 x 2 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. |
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ISSN: | 1539-3755 1063-651X 1095-3787 |
DOI: | 10.1103/PhysRevE.66.066124 |