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arXiv 1406.0803math-phcond-mat.stat-mechmath.MP
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Ginibre矩阵乘积的李雅普诺夫指数的普适分布

Universal distribution of Lyapunov exponents for products of Ginibre matrices

Gernot Akemann, Zdzislaw Burda, Mario Kieburg

摘要:

从独立高斯复随机$N\times N$矩阵乘积的奇异值和复特征值的精确解析结果出发,重新推导了无穷乘积的李雅普诺夫指数.我们发现,对于大量的$t$的产品矩阵的分布的每个李雅普诺夫指数是正常的,并计算其$t$依赖的方差以及修正的$1/t$扩展。最初,李雅普诺夫指数是为表示线性时间演化的乘积矩阵的奇异值定义的。令人惊讶的是,复特征值模的类似构造产生了非常相同的指数和正态分布。讨论了$2\times 2$矩阵在大$t$极限下奇异值和复特征值半径坍缩为同一值的一般机制。从而我们重新推导了纽曼三角定律,该定律简单地解释为循环定律中复特征值的径向密度,并研究了两个极限$t\to\infty$和$N\to\infty$在全局和局部尺度上的可交换性。作为一个数学副产品,我们表明,一个特定的渐近展开的Meijer G-函数与大指数导致高斯。

英文摘要:

Starting from exact analytical results on singular values and complex eigenvalues of products of independent Gaussian complex random $N\times N$ matrices also called Ginibre ensemble we rederive the Lyapunov exponents for an infinite product. We show that for a large number $t$ of product matrices the distribution of each Lyapunov exponent is normal and compute its $t$-dependent variance as well as corrections in a $1/t$ expansion. Originally Lyapunov exponents are defined for singular values of the product matrix that represents a linear time evolution. Surprisingly a similar construction for the moduli of the complex eigenvalues yields the very same exponents and normal distributions to leading order. We discuss a general mechanism for $2\times 2$ matrices why the singular values and the radii of complex eigenvalues collapse onto the same value in the large-$t$ limit. Thereby we rederive Newman's triangular law which has a simple interpretation as the radial density of complex eigenvalues in the circular law and study the commutativity of the two limits $t\to\infty$ and $N\to\infty$ on the global and the local scale. As a mathematical byproduct we show that a particular asymptotic expansion of a Meijer G-function with large index leads to a Gaussian.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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