The triangle law for Lyapunov exponents of large random matrices

For products,A(t)·A(t−1)...A(1), of i.i.d.N×N random matrices, with i.i.d. entries, a triangle law governs theN→∞ distribution of Lyapunov exponents, much like Wigner's quarter-circle law governs the singular values ofA(1). Our proof requires finite fourth moments and a bounded density; the result was previously derived only in the Gaussian case.

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