{
  "id": "cond-mat/9610192",
  "version": "v1",
  "published": "1996-10-27T19:59:38.000Z",
  "updated": "1996-10-27T19:59:38.000Z",
  "title": "The Lyapunov Spectrum of a Continuous Product of Random Matrices",
  "authors": [
    "A. Gamba",
    "I. V. Kolokolov"
  ],
  "comment": "Latex, 9 pages",
  "journal": "J. Stat. Phys. 85 (1996) 489-499",
  "doi": "10.1007/BF02174216",
  "categories": [
    "cond-mat.dis-nn"
  ],
  "abstract": "We expose a functional integration method for the averaging of continuous products $\\hat{P}_t$ of $N\\times N$ random matrices. As an application, we compute exactly the statistics of the Lyapunov spectrum of $\\hat{P}_t$. This problem is relevant to the study of the statistical properties of various disordered physical systems, and specifically to the computation of the multipoint correlators of a passive scalar advected by a random velocity field. Apart from these applications, our method provides a general setting for computing statistical properties of linear evolutionary systems subjected to a white noise force field.",
  "revisions": [
    {
      "version": "v1",
      "updated": "1996-10-27T19:59:38.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "random matrices",
      "lyapunov spectrum",
      "continuous product",
      "white noise force field",
      "functional integration method"
    ],
    "tags": [
      "journal article"
    ],
    "publication": {
      "publisher": "Springer",
      "journal": "Commun. Math. Phys."
    },
    "note": {
      "typesetting": "LaTeX",
      "pages": 9,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}