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arXiv:2505.04928 [math.PR]AbstractReferencesReviewsResources

Lyapunov exponents for products of truncated orthogonal matrices

Dong Qichao

Published 2025-05-08Version 1

This article gives a non-asymptotic analysis of the largest Lyapunov exponent of truncated orthogonal matrix products. We prove that as long as N, the number of terms in product, is sufficiently large, the largest Lyapunov exponent is asympototically Gaussian. Futhermore, the sum of finite Lyapunov exponent is asympototically Gaussian, where we use Weingarten Calculus.

Comments: arXiv admin note: text overlap with arXiv:2005.08899 by other authors
Categories: math.PR
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