Probability Seminar: Rectangular matrix additions in low and high temperatures

Probability Seminar: Rectangular matrix additions in low and high temperatures

Probability Seminar
Feb 22, 2023, 03:10 PM - 04:00 PM | 340 Evans Hall | Happening As Scheduled
Jiaming Xu, University of Wisconsin–Madison

We study the addition of two M times N rectangular random matrices with certain invariant distributions in two limit regimes, where the parameter beta(inverse temperature) goes to infinity and zero. In low temperature regime the random singular values of the sum concentrate at deterministic points, while in high temperature regime we obtain a Law of Large Numbers of the empirical measures. Our...