Lyapunov Exponents of Random Matrix Products

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dc.contributor.authorBednarski, Sam
dc.date.accessioned2023-03-18T05:45:25Z
dc.date.available2023-03-18T05:45:25Z
dc.date.copyright2023en_US
dc.date.issued2023-03-17
dc.description.abstractWe find the Lyapunov exponents for some sequences of independent, identically distributed (i.i.d.) matrix-valued random variables. That is, given such a sequence, we find the asymptomatic behaviour of the sequence whose n-th term is the singular values of the product of the first n matrices. We find an explicit expression for the Lyapunov exponent when each matrix is an orthogonal matrix with each entry perturbed by an i.i.d. normal random variable with mean 0. Finally, in the above case we find the size of the Lyapunov exponents in terms of the variance of our normal perturbation and the dimension of the matrices.en_US
dc.description.reviewstatusRevieweden_US
dc.description.scholarlevelUndergraduateen_US
dc.description.sponsorshipJamie Cassels Undergraduate Research Awards (JCURA)en_US
dc.identifier.urihttp://hdl.handle.net/1828/14874
dc.language.isoenen_US
dc.subjectrandom matrixen_US
dc.subjectergodic theoryen_US
dc.subjectsingular valueen_US
dc.subjectLyapunov exponenten_US
dc.titleLyapunov Exponents of Random Matrix Productsen_US
dc.typePosteren_US

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