{ "id": "1810.00433", "version": "v1", "published": "2018-09-30T17:56:59.000Z", "updated": "2018-09-30T17:56:59.000Z", "title": "Lyapunov exponent, universality and phase transition for products of random matrices", "authors": [ "Dang-Zheng Liu", "Dong Wang", "Yanhui Wang" ], "comment": "16 pages, 2 figures", "categories": [ "math.PR", "math-ph", "math.MP" ], "abstract": "We are devoted to solving one problem, which is proposed by Akemann, Burda, Kieburg \\cite{ABK} and Deift \\cite{D17}, on local statistics of finite Lyapunov exponents for $M$ products of $N\\times N$ Gaussian random matrices as both $M$ and $N$ go to infinity. When the ratio $(M+1)/N$ changes from $0$ to $\\infty$, we prove that the local statistics undergoes a transition from GUE to Gaussian. Especially at the critical scaling $(M+1)/N \\to \\gamma \\in (0,\\infty)$, we observe a phase transition phenomenon.", "revisions": [ { "version": "v1", "updated": "2018-09-30T17:56:59.000Z" } ], "analyses": { "subjects": [ "60B20" ], "keywords": [ "universality", "finite lyapunov exponents", "gaussian random matrices", "local statistics undergoes", "phase transition phenomenon" ], "note": { "typesetting": "TeX", "pages": 16, "language": "en", "license": "arXiv", "status": "editable" } } }