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Investigation of the Product of Random Matrices and Related Evolution Models

Author

Listed:
  • Hirobumi Mineo

    (Atomic Molecular and Optical Physics Research Group, Science and Technology Advanced Institute, Van Lang University, Ho Chi Minh City 700000, Vietnam
    Faculty of Applied Technology, School of Technology, Van Lang University, Ho Chi Minh City 700000, Vietnam)

  • Vladimir Suvorov

    (Auriga Inc., 400 TradeCenter, Ste 5900, Woburn, MA 01801, USA)

  • David B. Saakian

    (A.I. Alikhanyan National Science Laboratory (Yerevan Physics Institute) Foundation, 2 Alikhanian Brothers St., Yerevan 375036, Armenia
    Marchuk Institute of Numerical Mathematics of the Russian Academy of Sciences, Moscow 119991, Russia)

Abstract

In this paper, we study the phase structure of the product of D * D order matrices. In each round, we randomly choose a matrix from a finite set of d matrices and multiply it with the product from the previous round. Initially, we derived a functional equation for the case of matrices with real eigenvalues and correlated choice of matrices, which led to the identification of several phases. Subsequently, we explored the case of uncorrelated choice of matrices and derived a simpler functional equation, again identifying multiple phases. In our investigation, we observed a phase with a smooth distribution in steady-state and phases with singularities. For the general case of D-dimensional matrices, we derived a formula for the phase transition point. Additionally, we solved a related evolution model. Moreover, we examined the relaxation dynamics of the considered models. In both the smooth phase and the phase with singularities, the relaxation is exponential. The superiority of relaxation in the smooth phase depends on the specific case.

Suggested Citation

  • Hirobumi Mineo & Vladimir Suvorov & David B. Saakian, 2023. "Investigation of the Product of Random Matrices and Related Evolution Models," Mathematics, MDPI, vol. 11(15), pages 1-13, August.
    • Handle: RePEc:gam:jmathe:v:11:y:2023:i:15:p:3430-:d:1211934
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