Nicholas Simm

Fluctuations and correlations for real eigenvalues of random matrix products

Consider a real random matrix, all of whose entries are i.i.d. standard normals, known as the real Ginibre ensemble. For such matrices, the eigenvalues are mainly complex, but a certain fraction stay precisely on the real line. Such real eigenvalues have been isolated as having interesting properties and seem to characterize a distinctive universality class. In this talk I will review some of the important aspects of this universality class. Then I will present recent work related to this on products of random matrices. Joint work with Will FitzGerald (Manchester).

Talk recording: https://mediasite.bris.ac.uk/Mediasite/Play/be10cc2b479a480f8117b354a4ee13361d