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

Grigoris Paouris (Texas A&M University)

25-Apr-2020, 15:30-16:30 (4 years ago)

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

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Organizers: Galyna Livshyts*, Liran Rotem*, Dmitry Ryabogin, Konstantin Tikhomirov, Artem Zvavitch
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