Korman Center, Room D-105, 15 South 33rd Street, Philadelphia, PA 19104
Colloquium: Singular Values of Products of Random Matrices
Monday, June 2, 2014
2:00 PM-3:00 PM
Arno Kuijlaars, Professor of Mathematics, KU Leuven
Eigenvalues and singular values of certain random matrix ensembles have a determinantal structure, which gives rise to explicit formulas for eigenvalue correlations. This is also very useful when taking the limit of infinite matrix dimensions.
In the last two years it became clear that a similar structure holds for the eigenvalues and singular values of products of certain random matrices. The determinantal structure is given in terms of Meijer G-functions. For the singular values it leads to a new family of limiting correlation kernels near zero, that generalize the Bessel kernels that are known for a single random matrix. This is joint work with Lun Zhang (Shanghai).