Quantitative triangle law and joint normality of Lyapunov exponents for products of Gaussian matrices

Abstract: We will discuss spectral properties of products of independent Gaussian square matrices with independent entries. Non-asymptotic results for the statistics of the singular values will be presented as well as the rate of convergence to the triangle law. We will also show quantitative estimates on the asymptotic joint normality of the Lyapunov exponents. The talk is based on a joint work with Boris Hanin.

analysis of PDEsmetric geometry

Audience: researchers in the topic

Online asymptotic geometric analysis seminar

Series comments: The link: technion.zoom.us/j/99202255210

If you are interested in giving a talk, please let one of the organizers know. Also, please suggest speakers which you would like to hear talk. Most talks are 50 minutes, but some 20-minute talks will be paired up as well. The talks will be video recorded conditioned upon the speakers' agreement.