1 2 Fe b 20 02 Products of Random Matrices

نویسندگان

  • A. D. Jackson
  • B. Lautrup
چکیده

We derive analytic expressions for infinite products of random 2 × 2 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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تاریخ انتشار 2008