For products, A(t)·A(t-1)... A(1), of i.i.d. N×N random matrices, with i.i.d. entries, a triangle law governs the N→∞ distribution of Lyapunov exponents, much like Wigner's quarter-circle law governs the singular values of A(1). Our proof requires finite fourth moments and a bounded density; the result was previously derived only in the Gaussian case.
ASJC Scopus subject areas
- Statistical and Nonlinear Physics
- Mathematical Physics