Presentation Name: Infinite products of large random matrices
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.

海报

Annual Speech Directory: No.8

220 Handan Rd., Yangpu District, Shanghai ( 200433 )| Operator:+86 21 65642222

Copyright © 2016 FUDAN University. All Rights Reserved