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.
|Physical Review E (Statistical, Nonlinear, and Soft Matter Physics)
|Published - 2002