Products of random matrices.
We derive analytic expressions for infinite products of random 2 x 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.
Jackson
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The Niels Bohr Institute, Copenhagen, Denmark. jackson@nbi.dk
Lautrup
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Johansen
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Nielsen
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