• Corpus ID: 246411484

Extremal singular values of random matrix products and Brownian motion on GL(N,C)

@inproceedings{Ahn2022ExtremalSV,
  title={Extremal singular values of random matrix products and Brownian motion on GL(N,C)},
  author={Andrew Ahn},
  year={2022}
}
We establish universality for the largest singular values of products of random matrices with right unitarily invariant distributions, in a regime where the number of matrix factors and size of the matrices tend to infinity simultaneously. The behavior of the largest log singular values coincides with the large N limit of Dyson Brownian motion with a characteristic drift vector consisting of equally spaced coordinates, which matches the large N limit of the largest log singular values of… 
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