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Lyapunov exponents for truncated unitary and Ginibre matrices

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 نشر من قبل Roger Van Peski
 تاريخ النشر 2021
  مجال البحث فيزياء
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In this note, we show that the Lyapunov exponents of mixed products of random truncated Haar unitary and complex Ginibre matrices are asymptotically given by equally spaced `picket-fence statistics. We discuss how these statistics should originate from the connection between random matrix products and multiplicative Brownian motion on $operatorname{GL}_n(mathbb{C})$, analogous to the connection between discrete random walks and ordinary Brownian motion. Our methods are based on contour integral formulas for products of classical matrix ensembles from integrable probability.



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