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比利时vs摩洛哥足彩 ,
university of california san diego

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math 288 - probability seminar

yi sun

columbia university

gaussian fluctuations for products of random matrices

abstract:

this talk concerns singular values of m-fold products of i.i.d. right-unitarily invariant n x n random matrix ensembles. as n tends to infinity, the height function of the lyapunov exponents converges to a deterministic limit by work of voiculescu and nica-speicher for m fixed and by work of newman and isopi-newman for m tending to infinity with n. in this talk, i will show for a variety of ensembles that fluctuations of these height functions about their mean converge to explicit gaussian fields which are log-correlated for m fixed and have a white noise component for m tending to infinity with n. these ensembles include rectangular ginibre matrices, truncated haar-random unitary matrices, and right-unitarily invariant matrices with fixed singular values. i will sketch our technique, which derives a central limit theorem for global fluctuations via certain conditions on the multivariate bessel generating function, a laplace-transform-like object associated to the spectral measures of these matrix products. this is joint work with vadim gorin.

host: todd kemp

january 17, 2019

10:00 am

ap&m 6402

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