Lyapunov exponents for products of truncated orthogonal matrices
Lyapunov exponents for products of truncated orthogonal matrices
This article gives a non-asymptotic analysis of the largest Lyapunov exponent of truncated orthogonal matrix products. We prove that as long as N, the number of terms in product, is sufficiently large, the largest Lyapunov exponent is asympototically Gaussian. Futhermore, the sum of finite Lyapunov exponent is asympototically Gaussian, where we use Weingarten Calculus.
Dong Qichao
数学
Dong Qichao.Lyapunov exponents for products of truncated orthogonal matrices[EB/OL].(2025-05-07)[2025-05-24].https://arxiv.org/abs/2505.04928.点此复制
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