title: Products of random matrices.
abstract: 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.
authors.affiliation: The Niels Bohr Institute, Copenhagen, Denmark. jackson@nbi.dk
authors.forename: A D
authors.initials: AD
authors.lastname: Jackson
authors.forename: B
authors.initials: B
authors.lastname: Lautrup
authors.forename: P
authors.initials: P
authors.lastname: Johansen
authors.forename: M
authors.initials: M
authors.lastname: Nielsen