导航
学术报告|
当前位置:首页  科研  学术报告
报告题目: Stable distributions and stable laws for random matrices
报 告 人: 张纪元 博士
报告人所在单位: 墨尔本大学
报告日期: 2022-07-18
报告时间: 10:00-11:00
报告地点: 腾讯会议 ID: 806-956-411
   
报告摘要:

We consider random matrix ensembles on the set of Hermitian matrices that are heavy tailed, in particular not all moments exist, and that are invariant under the conjugate action of the unitary group. The latter property entails that the eigenvectors are Haar distributed and, therefore, factorise from the eigenvalue statistics. We prove a classification for stable matrix ensembles of this kind of matrices represented in terms of matrices, their eigenvalues and their diagonal entries with the help of the classification of the multivariate stable distributions and the harmonic analysis on symmetric matrix spaces. Moreover, we identify sufficient and necessary conditions for their domains of attraction.

学术海报.pdf

   
本年度学院报告总序号: 502

Copyright © |2012 复旦大学数学科学学院版权所有 沪ICP备042465