Products of Random Matrices

Details Products of Random Matrices Products of Random Matrices

2002-02-12

arxiv.org/abs/physics/0202037v1

Physics

Data Analysis, Statistics and Probability

9 pages, 1 figure

Scientific paper

10.1103/PhysRevE.66.066124

We derive analytic expressions for infinite products of random 2x2 matrices. The determinant of the target matrix is log-normally distributed, whereas the remainder is a surprisingly complicated function of a parameter characterizing the norm of the matrix and a parameter characterizing its skewness. The distribution may have importance as an uncommitted prior in statistical image analysis.

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