Abstract:
The product of random independent matrices (of second order) is considered as an exact model of a long waveguide with two propagating modes. Two approximate methods for evaluation of statistical characteristics of such models are given: a diffusion approximation and a sort of the central limit theorem. The accuracy of these approximations is investigated by the Monte-Carlo simulation. Monte-Carlo experiments are found not to be statistically stable, but a certain agreement exists between the results of these experiments and the approximate methods given in this paper.