### Abstract

For products, A(t)·A(t-1)... A(1), of i.i.d. N×N random matrices, with i.i.d. entries, a triangle law governs the N→∞ distribution of Lyapunov exponents, much like Wigner's quarter-circle law governs the singular values of A(1). Our proof requires finite fourth moments and a bounded density; the result was previously derived only in the Gaussian case.

Original language | English (US) |
---|---|

Pages (from-to) | 591-598 |

Number of pages | 8 |

Journal | Communications in Mathematical Physics |

Volume | 143 |

Issue number | 3 |

DOIs | |

State | Published - Jan 1992 |

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### ASJC Scopus subject areas

- Statistical and Nonlinear Physics
- Physics and Astronomy(all)
- Mathematical Physics

### Cite this

*Communications in Mathematical Physics*,

*143*(3), 591-598. https://doi.org/10.1007/BF02099267

**The triangle law for Lyapunov exponents of large random matrices.** / Isopi, Marco; Newman, Charles.

Research output: Contribution to journal › Article

*Communications in Mathematical Physics*, vol. 143, no. 3, pp. 591-598. https://doi.org/10.1007/BF02099267

}

TY - JOUR

T1 - The triangle law for Lyapunov exponents of large random matrices

AU - Isopi, Marco

AU - Newman, Charles

PY - 1992/1

Y1 - 1992/1

N2 - For products, A(t)·A(t-1)... A(1), of i.i.d. N×N random matrices, with i.i.d. entries, a triangle law governs the N→∞ distribution of Lyapunov exponents, much like Wigner's quarter-circle law governs the singular values of A(1). Our proof requires finite fourth moments and a bounded density; the result was previously derived only in the Gaussian case.

AB - For products, A(t)·A(t-1)... A(1), of i.i.d. N×N random matrices, with i.i.d. entries, a triangle law governs the N→∞ distribution of Lyapunov exponents, much like Wigner's quarter-circle law governs the singular values of A(1). Our proof requires finite fourth moments and a bounded density; the result was previously derived only in the Gaussian case.

UR - http://www.scopus.com/inward/record.url?scp=0040823833&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0040823833&partnerID=8YFLogxK

U2 - 10.1007/BF02099267

DO - 10.1007/BF02099267

M3 - Article

AN - SCOPUS:0040823833

VL - 143

SP - 591

EP - 598

JO - Communications in Mathematical Physics

JF - Communications in Mathematical Physics

SN - 0010-3616

IS - 3

ER -