25.01.2006 (Wednesday)

Explicit Invariant Measures for Products of Random Matrices

Regular Seminar Lech Wolowski (Bristol)

16:00 Brunel U.
room LC215

We construct a new family of invariant measures for products of random matrices with gamma-distributed entries. The invariant measures generalize the well know family of GIG laws studied in the context of random continued fractions by Letac and Seshadri. The associated Lyapunov exponents are computed explicitly and the result is applied to the Anderson model with gamma-distributed potential yielding an explicit estimate on the localization rate.