Probability Seminar

Date: September 6, 2019

Time: 11:30AM - 12:30PM

Location: BLOC 628

Speaker: Boris Hanin, TAMU

Title: Products of Many Large Random Matrices

Abstract: I will present some recent joint work with Mihai Nica (Toronto) and ongoing work with Grigoris Paouris (Texas A&M) about products of N independent matrices of size n x n in the regime where both the size n and the number of terms N tends to infinity. I will discuss in particular the work in progress with Paouris that gives finite size corrections to the multiplicative ergodic theorem regime in which the N is much larger than n.