Explicit invariant measures for products of random matrices
| Autor: | Yves Tourigny, Jens Marklof, Lech Wolowski |
|---|---|
| Rok vydání: | 2008 |
| Předmět: |
82B44
General Mathematics FOS: Physical sciences Infinite product Lyapunov exponent Mathematics - Spectral Theory symbols.namesake FOS: Mathematics Invariant (mathematics) Spectral Theory (math.SP) Mathematical Physics Eigenvalues and eigenvectors Mathematics 11J70 Applied Mathematics Probability (math.PR) Mathematical analysis 15A52 Mathematical Physics (math-ph) Exponential function symbols Invariant measure Complex plane Random matrix Mathematics - Probability |
| Zdroj: | Transactions of the American Mathematical Society. 360:3391-3428 |
| ISSN: | 0002-9947 |
| DOI: | 10.1090/s0002-9947-08-04316-x |
| Popis: | We construct explicit invariant measures for a family of infinite products of random, independent, identically-distributed elements of SL(2,C). The matrices in the product are such that one entry is gamma-distributed along a ray in the complex plane. When the ray is the positive real axis, the products are those associated with a continued fraction studied by Letac and Seshadri [Z. Wahr. Verw. Geb. 62 (1983) 485-489], who showed that the distribution of the continued fraction is a generalised inverse Gaussian. We extend this result by finding the distribution for an arbitrary ray in the complex right-half plane, and thus compute the corresponding Lyapunov exponent explicitly. When the ray lies on the imaginary axis, the matrices in the infinite product coincide with the transfer matrices associated with a one-dimensional discrete Schroedinger operator with a random, gamma-distributed potential. Hence, the explicit knowledge of the Lyapunov exponent may be used to estimate the (exponential) rate of localisation of the eigenstates. Comment: LaTeX, 37 pages, 5 figures, section 6 and references updated |
| Databáze: | OpenAIRE |
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