Department of Mathematics

Indian Institute of Science

Bangalore 560 012

 

SEMINAR

 

Speaker

:

Nanda Kishore Reddy
Affiliation : IISc, Banglore

Subject Area

:

Mathematics

 

Venue

:

Department of Mathematics, Lecture Hall I

 

Time

:

11:00 am.

 

Date  

:

July 28, 2016 (Thursday)

Title

:

"Eigenvalues of products of random matrices"
Abstract

:

In this talk we will discuss the exact eigenvalue distribution of the product of independent rectangular complex Gaussian matrices and also that of the product of independent truncated Haar unitary matrices and inverses of truncated Haar unitary matrices. The eigenvalues of these random matrices form determinantal point processes on the complex plane. We will discuss the first example of a random matrix whose eigenvalues form a non-rotation invariant determinantal point process on the plane. More importantly we will discuss the Jacobian computations for the change of variables which enabled the derivation of the exact eigenvalue distributions of the above product random matrices. The second theme of this talk is infinite products of random matrices. We will discuss the asymptotic behavior of singular values and absolute values of eigenvalues of products of i.i.d matrices of fixed size, as the number of matrices in the product increases to infinity. In the special case of isotropic random matrices, We will discuss the asymptotic joint probability density of the singular values and also that of the absolute values of eigenvalues of product of right isotropic random matrices. As a corollary of these results, we will see that the probability that all the eigenvalues of product of certain i.i.d real random matrices of fixed size converges to one, as the number of matrices in the product increases to infinity.