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火狐直播点击题目: Stable distributions and stable laws for random matrices
报 告 人: 张纪元 博士
火狐直播点击人所在单位: 墨尔本大学
火狐直播点击日期: 2022-07-18
火狐直播点击时间: 10:00-11:00
火狐直播点击地点: 腾讯会议 ID: 806-956-411
   
火狐直播点击摘要:

We consider random matrix ensembles on the set of Hermitian matrices that are heavy tailed, in particular not all moments exist, and that are invariant under the conjugate action of the unitary group. The latter property entails that the eigenvectors are Haar distributed and, therefore, factorise from the eigenvalue statistics. We prove a classification for stable matrix ensembles of this kind of matrices represented in terms of matrices, their eigenvalues and their diagonal entries with the help of the classification of the multivariate stable distributions and the harmonic analysis on symmetric matrix spaces. Moreover, we identify sufficient and necessary conditions for their domains of attraction.

学术海报.pdf

   
本年度学院火狐直播点击总序号: 502

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