学术报告

Spectral Radii of Large Non-Hermitian Random Matrices

题目:Spectral Radii of Large Non-Hermitian Random Matrices

 

报告人: Prof. Yongcheng Qi

(Department of Mathematics and Statistics, University of Minnesota Duluth)

 

摘要:By using the independence structure of points following a determinantal point process,we study the radii of the spherical ensemble, the truncation of the circular unitary ensemble and the product ensemble with parameter n and k. The limiting distributions of the three radii are obtained. They are not the Tracy-Widom distribution. In particular, for the product ensemble, we show that the limiting distribution has a transition phenomenon: when k/n /to 0, k/n /to /alpha and k/n /to /infty, the liming distribution is the Gumbel distribution, a new distribution  /mu and the logarithmic normal distribution, respectively. The cumulative distribution function (cdf) of /mu  is the in nite product of some normal distribution functions. Another new distribution /nu is also obtained for the spherical ensemble such that the cdf of  /nu is the infinite product of the cdfs of some Poisson-distributed random variables.

 

时间:7月17日(周五)下午16:00-17:00

 

地点:澳门沙金在线平台北一区文科楼 707 教室

 

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