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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