Alladi Ramakrishnan Hall

Spectral distributions of Products of Random Matrices

Nanda Kishore

IISc, Bangaluru

The purpose of this talk is to give intuition behind Haar measure,
jacobian calculations associated to Schur, Generalized Schur, QR
decompositions of matrices, density of eigenvalues of truncated Haar
unitary matrices and thereby to derive density of eigenvalues of product
of rectangular matrices with i.i.d. complex Gaussian entries and product
of independent truncated unitary random matrices. This is joint work with Kartick Adhikari, Tulasi Ram Reddy and Koushik Saha.