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On the largest Lyapunov exponent for products of Gaussian random matrices
, 1302
"... The paper provides a new formula for the largest Lyapunov exponent of Gaussian matrices, which is valid in the real, complex and quaternionvalued cases. This formula is applied to derive asymptotic expressions for the largest Lyapunov exponent when the size of the matrix is large. In addition, the ..."
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The paper provides a new formula for the largest Lyapunov exponent of Gaussian matrices, which is valid in the real, complex and quaternionvalued cases. This formula is applied to derive asymptotic expressions for the largest Lyapunov exponent when the size of the matrix is large. In addition, the paper gives new exact formulas for the largest Lyapunov exponents of 3by3 real and dbyd quaternion Gaussian matrices. 1.