Products of random matrices
Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Standard
Products of random matrices. / Jackson, A.D.; Lautrup, B.; Johansen, Peter; Nielsen, Mads.
I: Physical Review E (Statistical, Nonlinear, and Soft Matter Physics), Bind 66, Nr. 6, 2002, s. 5.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
APA
Vancouver
Author
Bibtex
}
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