关于高斯矩阵乘积的最大李雅普诺夫指数
On the largest Lyapunov exponent for products of Gaussian matrices
摘要:
本文给出了高斯矩阵最大李雅普诺夫指数的一个新的积分公式,该公式对实值、复数和四元数情形均成立。应用该公式推导了当矩阵的大小较大时最大李雅普诺夫指数的渐近表达式,并比较了有尖峰和无尖峰时模型的李雅普诺夫指数。
英文摘要:
The paper provides a new integral formula for the largest Lyapunov exponent of Gaussian matrices, which is valid in the real, complex and quaternion-valued cases. This formula is applied to derive asymptotic expressions for the largest Lyapunov exponent when the size of the matrix is large and compare the Lyapunov exponents in models with a spike and no spikes.
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