Presentation Name: | Infinite products of large random matrices |
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Presenter: | 刘党政 |
Date: | 2021-01-08 |
Location: | 腾讯会议 ID: 472 771 235 |
Abstract: | 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. |
Annual Speech Directory: | No.8 |
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