Products of random matrices

Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics

Volumn 66, Issue 6, 2002, Pages 5-

  Jackson, A D ^a   Lautrup, B ^a   Johansen, P ^b   Nielsen, M ^c  

^a UNIVERSITY OF COPENHAGEN   (Denmark)

^b UNIVERSITY OF COPENHAGEN   (Denmark)

^c IT UNIVERSITY OF COPENHAGEN   (Denmark)

Author keywords

[No Author keywords available]

Indexed keywords

EIGENVALUES AND EIGENFUNCTIONS; FUNCTIONS; IMAGE ANALYSIS; MATRIX ALGEBRA; NORMAL DISTRIBUTION; STATISTICAL METHODS;

ENSEMBLES; LOG-NORMAL DISTRIBUTION; RANDOM MATRICES; RECURSION RELATION;

RANDOM PROCESSES;

ARTICLE;

EID: 41349090549     PISSN: 1063651X     EISSN: None     Source Type: Journal    
DOI: 10.1103/PhysRevE.66.066124     Document Type: Article

References (4)

1. Richard D. Gill and Søren Johansen, Ann. Stat. 1501, 18 (1990).
2. A. Crisanti, G. Paladin, and A. Vulpiani, Products of Random Matrices in Statistical Physics (Springer-Verlag, Berlin, 1993).
3. F.G. Mehler, Math. Ann. 161, XVIII (1881).
4. M. Nielsen, P. Johansen, A. Jackson, and B. Lautrup, Lect. Notes Comput. Sci. 2488, 557 (2002).