Probability Seminar: Christian Sadel

  • Date: 09/18/2013
  • Time: 15:00
Lecturer(s):
Christian Sadel (UBC)
Location: 

University of British Columbia

Topic: 

Limit stochastic differential equations (SDEs) for products of random matrices

Description: 

We consider the Markov process given by products of i.i.d. random matrices that are perturbations of a fixed non-random matrix and the randomness is coupled with some small coupling constant. Such random products occur in terms of transfer matrices for random quasi-one dimensional Schrodinger operators with i.i.d. matrix potential. Letting the number of factors going to infi nity and the random disorder going to zero in a critical scaling we obtain a limit process for a certain Schur complement of the random products. This limit is described by an SDE. This allows us to obtain a limit SDE for the Markov processes given by the action of the random products on Grassmann and flag manifolds. Applied to random quasi-one dimensional Schrodinger operators we can describe the limiting eigenvalue process in a critical scaling by the zero process of a determinant of a matrix-valued function described by an SDE.
Joint work with B. Virag.

Other Information: 

Location: ESB 2012