Products of random matrices

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Products of random matrices. / Jackson, A.D.; Lautrup, B.; Johansen, Peter; Nielsen, Mads.

In: Physical Review E (Statistical, Nonlinear, and Soft Matter Physics), Vol. 66, No. 6, 2002, p. 5.

Research output: Contribution to journal › Journal article › Research › peer-review

Harvard

Jackson, AD, Lautrup, B, Johansen, P & Nielsen, M 2002, 'Products of random matrices', Physical Review E (Statistical, Nonlinear, and Soft Matter Physics), vol. 66, no. 6, pp. 5. https://doi.org/10.1103/PhysRevE.66.066124

APA

Jackson, A. D., Lautrup, B., Johansen, P., & Nielsen, M. (2002). Products of random matrices. Physical Review E (Statistical, Nonlinear, and Soft Matter Physics), 66(6), 5. https://doi.org/10.1103/PhysRevE.66.066124

Vancouver

Jackson AD, Lautrup B, Johansen P, Nielsen M. Products of random matrices. Physical Review E (Statistical, Nonlinear, and Soft Matter Physics). 2002;66(6):5. https://doi.org/10.1103/PhysRevE.66.066124

Author

Jackson, A.D. ; Lautrup, B. ; Johansen, Peter ; Nielsen, Mads. / Products of random matrices. In: Physical Review E (Statistical, Nonlinear, and Soft Matter Physics). 2002 ; Vol. 66, No. 6. pp. 5.

Bibtex

@article{dbd2666074c511dbbee902004c4f4f50,
title = "Products of random matrices",
abstract = "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.",
author = "A.D. Jackson and B. Lautrup and Peter Johansen and Mads Nielsen",
year = "2002",
doi = "10.1103/PhysRevE.66.066124",
language = "English",
volume = "66",
pages = "5",
journal = "Physical Review E",
issn = "2470-0045",
publisher = "American Physical Society",
number = "6",

}

RIS

TY - JOUR

T1 - Products of random matrices

AU - Jackson, A.D.

AU - Lautrup, B.

AU - Johansen, Peter

AU - Nielsen, Mads

PY - 2002

Y1 - 2002

N2 - 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.

AB - 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.

U2 - 10.1103/PhysRevE.66.066124

DO - 10.1103/PhysRevE.66.066124

M3 - Journal article

VL - 66

SP - 5

JO - Physical Review E

JF - Physical Review E

SN - 2470-0045

IS - 6

ER -

ID: 140328