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发表时间:2021-01-08 阅读次数:461次
报告题目: Infinite products of large random matrices
报 告 人:刘党政
报告人所在单位:中国科学技术大学
报告日期:2021-01-08 星期五
报告时间:9:30--10:30
报告地点:腾讯会议 ID: 472 771 235
  
报告摘要:

Products of M i.i.d. random matrices of size N relate classical limit theorems in Probability Theory (large M and N=1) to Lyapunov exponents in Dynamical Systems (large M and finite N), and to universality in Random Matrix Theory (finite M and large N). Under the two different limits of large M and large N, the  eigenvalue statistics for the random matrix product display Gaussian and  RMT  universality, respectively. However, what happens if both M and N go to infinity simultaneously? This problem lies at the heart of understanding two kinds of universal limits.  In this talk we examine it and investigate possible phase transition and critical phenomena.

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本年度学院报告总序号:7

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