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Title:
Products of random matrices: from correlated to uncorrelated eigenvalues
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Abstract:
Products of random matrices is an old topic within random matrix theory and dates back to pioneering work by Bellman, Furstenberg, Kesten, Oseledec and others. In this talk, we will use new insight provided by recently discovered exactly solvable models to revisit an old question asking for the spectral properties of a product matrix as the number of factors tends to infinity. We will see that the eigenvalues, which are strongly correlated for a small number of matrices, become uncorrelated as the number of factors tend to infinity
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