Explicit invariant measures for products of random matrices

More about measures and Jacobians of singular random matrices

In this work are studied the Jacobians of certain singular transformations and the corresponding measures which support the jacobian computations.

⋆-Scale invariant random measures

In this article, we consider the continuous analog of the celebrated Mandelbrot star equation with infinitely divisible weights. Mandelbrot introduced this equation to characterize the law of multiplicative cascades. We show existence and uniqueness of measures satisfying the aforementioned continuous equation. We obtain an explicit characterization of the structure of these measures, which ref...

Products of random matrices for disordered systems.

Products of random transfer matrices are applied to low dimensional disordered systems to evaluate numerically extensive quantities such as entropy and overlap probability distribution. The main advantage is the possibility to avoid numerical differentiation. The method works for arbitrary disorder distributions at any temperature. 75.10.Nr, 05.50.+q, 02.50.+s Typeset using REVTEX 1 Products of...

Lyapunov Exponent for Products of Random Matrices

Row Products of Random Matrices

Let ∆1, . . . ,∆K be d × n matrices. We define the row product of these matrices as a d × n matrix, whose rows are entry-wise products of rows of ∆1, . . . ,∆K . This construction arises in certain computer science problems. We study the question, to which extent the spectral and geometric properties of the row product of independent random matrices resemble those properties for a d × n matrix ...