Products of random matrices
Research output: Contribution to journal › Journal article › Research › peer-review
We derive analytic expressions for infinite products of random 2×2 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.
Original language | English |
---|---|
Journal | Physical Review E (Statistical, Nonlinear, and Soft Matter Physics) |
Volume | 66 |
Issue number | 6 |
Pages (from-to) | 5 |
ISSN | 1539-3755 |
DOIs | |
Publication status | Published - 2002 |
Externally published | Yes |
ID: 140328