dorsal/arxiv
View SchemaProducts of Random Matrices
| Authors | A. D. Jackson, B. Lautrup, P. Johansen, M. Nielsen |
|---|---|
| Categories | |
| ArXiv ID | physics/0202037 |
| URL | https://arxiv.org/abs/physics/0202037 |
| DOI | 10.1103/PhysRevE.66.066124 |
Abstract
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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"abstract": "We derive analytic expressions for infinite products of random 2x2 matrices.\nThe determinant of the target matrix is log-normally distributed, whereas the\nremainder is a surprisingly complicated function of a parameter characterizing\nthe norm of the matrix and a parameter characterizing its skewness. The\ndistribution may have importance as an uncommitted prior in statistical image\nanalysis.",
"arxiv_id": "physics/0202037",
"authors": [
"A. D. Jackson",
"B. Lautrup",
"P. Johansen",
"M. Nielsen"
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"doi": "10.1103/PhysRevE.66.066124",
"title": "Products of Random Matrices",
"url": "https://arxiv.org/abs/physics/0202037"
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