Outliers in the spectrum for products of independent random matrices

Outliers in the spectrum for products of independent random matrices

Probability Seminar
Oct 2, 2019, 03:10 PM - 04:00 PM | 1011 Evans Hall | Happening As Scheduled
Philip Wood, U. C. Berkeley Mathematics
For fixed positive integers m, we consider the product of m independent n by n random matrices with iid entries as in the limit as n tends to infinity. Under suitable assumptions on the entries of each matrix, it is known that the limiting empirical distribution of the eigenvalues is described by the m-th power of the circular law. Moreover, this same limiting distribution continues to hold if...