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On Products of Random Matrices and certain Hecke Algebras associated with Groups of $2\times 2$ Matrices

Jafar Shaffaf
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Abstract

The determination of the density functions for products of random elements from specified classes of matrices is a basic problem in random matrix theory and is also of interest in theoretical physics. For connected simple Lie groups of $2\times 2$ matrices and conjugacy and spherical classes a complete solution is given here. The problem/solution can be re-stated in terms of the structure of certain Hecke algebras attached to groups of $2\times 2$ matrices.

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Jafar Shaffaf. 2006-08-17. On Products of Random Matrices and certain Hecke Algebras associated with Groups of $2\times 2$ Matrices. https://arxiv.org/abs/math/0608440

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