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arXiv 2016-01-12 0 views

Equality of Lyapunov and stability exponents for products of isotropic random matrices

Reddy, Nanda Kishore

Original · EN

We show that Lyapunov exponents and stability exponents are equal in the case of product of i.i.d isotropic(also known as bi-unitarily invariant) random matrices. We also derive aysmptotic distribution of singular values and eigenvalues of these product random matrices. Moreover, Lyapunov exponents are distinct, unless the random matrices are random scalar multiples of Haar unitary matrices or orthogonal matrices. As a corollary of above result, we show probability that product of n i.i.d real isotropic random matrices has all eigenvalues real goes to one as n → ∞. Also, in the proof of a lemma, we observe that a real (complex) Ginibre matrix can be written as product of a random lower triangular matrix and an independent truncated Haar orthogonal (unitary) matrix.

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