Extremal singular values of random matrix products and Brownian motion on \(\text{\textsf{GL}} (N, \mathbb{C})\)

DOI10.1007/s00440-023-01217-5zbMath1527.15040arXiv2201.11809MaRDI QIDQ6090871

Andrew Ahn

Publication date: 20 November 2023

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2201.11809

zbMATH Keywords

Brownian motionuniversalityproducts of random matriceslargest singular values

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Brownian motion (60J65) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)

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