Year: 2002
Type: article
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: A. D. Jackson, B. Lautrup, P. Johansen, M. Nielsen
Institutions: University of Copenhagen, IT University of Copenhagen
Language: English
Topic: Matrix Theory and Algorithms
Subfield: Computational Theory and Mathematics
Field: Computer Science
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2020679668