Distribution of Linear Statistics of Singular Values of the Product of Random Matrices

Alexey Naumov (Moscow State University)
Wednesday, January 6, 2016 - 10:00am
WIAS, Erhard-Schmidt-Saal, Mohrenstraße 39, 10117 Berlin

In my talk I will consider the products of random matrices. This topic is one of the most active in Random matrix theory in the last five years. I will be mostly interested in the limiting behavior of eigenvalues and singular values of such matrices. In particular, I will prove the central limit theorem for linear statistics of singular values. Some applications to statistics and theory of telecommunications will be discussed as well. This talk is based on the joint results with F. Goetze and A. Tikhomirov.