# Fluctuations of the product of random matrices and generalized Lyapunov exponent

## TL;DR

This paper develops a framework for calculating the moment generating function of products of i.i.d. random matrices, with applications to Schrödinger equations with Lévy noise, providing explicit formulas for variances and exploring continuum limits.

## Contribution

It introduces a general method to compute the generating function of random matrix products via transfer operators, with explicit results for SL(2,R) matrices and Schrödinger equations with Lévy noise.

## Key findings

- Explicit formula for the variance of log-norm of matrix products.
- Derived variance expressions for wavefunction amplitudes under Lévy noise.
- Analyzed the continuum limit where matrices approach the identity, with exact solutions in some cases.

## Abstract

I present a general framework allowing to carry out explicit calculation of the moment generating function of random matrix products $\Pi_n=M_nM_{n-1}\cdots M_1$, where $M_i$'s are i.i.d.. Following Tutubalin [Theor. Probab. Appl. {\bf 10}, 15 (1965)], the calculation of the generating function is reduced to finding the largest eigenvalue of a certain transfer operator associated with a family of representations of the group. The formalism is illustrated by considering products of random matrices from the group $\mathrm{SL}(2,\mathbb{R})$ where explicit calculations are possible. For concreteness, I study in detail transfer matrix products for the one-dimensional Schr\"odinger equation where the random potential is a L\'evy noise (derivative of a L\'evy process). In this case, I obtain a general formula for the variance of $\ln||\Pi_n||$ and for the variance of $\ln|\psi(x)|$, where $\psi(x)$ is the wavefunction, in terms of a single integral involving the Fourier transform of the invariant density of the matrix product. Finally I discuss the continuum limit of random matrix products (matrices close to the identity ). In particular, I investigate a simple case where the spectral problem providing the generalized Lyapunov exponent can be solved exactly.