發表時間:2021-01-08 閱讀次數:498次
報告題目: Infinite products of large random matrices
報 告 人:劉黨政
報告人所在單位:中國科學技術大學
報告日期:2021-01-08 星期五
報告時間:9:30--10:30
報告地點:騰訊會議 ID: 472 771 235
  
報告摘要:

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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本年度學院報告總序號:7

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