Phase transition related to Lyapunov exponents in the model of product of complex Ginibre matrices
Date/Time:10 Apr 2019 15:00Venue: S17 #05-11 SR5Speaker: Wang Dong, National University of SingaporePhase transition related to Lyapunov exponents in the model of product of complex Ginibre matricesIn this talk we consider the product of M independent complex Ginibre matrices, each of size N x N. The singular values of the product random matrix as M goes to infinity, under proper scaling, are Lyapunov exponents of a toy dynamical system model. In this talk we consider the model as (1) M goes to infinity and N is fixed, (2) N goes to infinity and M is fixed, or (3) M, N both goes to infinity, and find the behaviour of the largest singular eigenvalues. We observe a phase transition as M/N is O(1).Add to calendar:
