May 2023 Lyapunov exponents for truncated unitary and Ginibre matrices
Andrew Ahn, Roger Van Peski
Author Affiliations +
Ann. Inst. H. Poincaré Probab. Statist. 59(2): 1029-1039 (May 2023). DOI: 10.1214/22-AIHP1268

Abstract

In this note, we show that the Lyapunov exponents of mixed products of random truncated Haar unitary and complex Ginibre matrices are asymptotically given by equally spaced ‘picket-fence’ statistics. We discuss how these statistics should originate from the connection between random matrix products and multiplicative Brownian motion on GLn(C), analogous to the connection between discrete random walks and ordinary Brownian motion. Our methods are based on contour integral formulas for products of classical matrix ensembles from integrable probability.

Dans cette note, nous montrons que les exposants de Lyapunov des produits mixtes de matrices aléatoires unitaires de Haar tronquées et de matrices de Ginibre complexes sont asymptotiquement donnés par des statistiques de type “palissade” équidistantes. Nous discutons comment ces statistiques devraient provenir de la connection entre les produits de matrices aléatoires et le mouvement brownien multiplicatif sur GLn(C), analogue à celle entre les marches aléatoires discrètes et le mouvement brownien ordinaire. Nos méthodes sont basées sur des formules d’intégrale de contour pour les produits d’ensembles matriciels classiques à partir de probabilités intégrables.

Funding Statement

RVP was partially supported by an NSF Graduate Research Fellowship under grant #1745302, and by the NSF FRG grant DMS-1664619.

Acknowledgements

We thank Alexei Borodin and Vadim Gorin for helpful feedback on an earlier draft, Mario Kieburg for a fruitful conversation which provided the initial impetus to write down these results, Neil O’Connell for answering questions regarding [23], and the anonymous referees for helpful comments.

Citation

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Andrew Ahn. Roger Van Peski. "Lyapunov exponents for truncated unitary and Ginibre matrices." Ann. Inst. H. Poincaré Probab. Statist. 59 (2) 1029 - 1039, May 2023. https://doi.org/10.1214/22-AIHP1268

Information

Received: 28 September 2021; Revised: 31 January 2022; Accepted: 21 March 2022; Published: May 2023
First available in Project Euclid: 12 April 2023

MathSciNet: MR4575024
zbMATH: 07699949
Digital Object Identifier: 10.1214/22-AIHP1268

Subjects:
Primary: 15B52 , 60B20

Keywords: Lyapunov exponents , Picket fence statistics , random matrix products

Rights: Copyright © 2023 Association des Publications de l’Institut Henri Poincaré

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Vol.59 • No. 2 • May 2023
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