Department of Mathematics,
University of California San Diego
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Math 243: Seminar in Functional Analysis
Ching Wei Ho
UC San Diego
Free multiplicative random walk
Abstract:
We consider the matrix random walk where the multiplicative increments are the identity plus a bi-invariant matrix, and the free random walk where the multiplicative increments are the identity plus a R-diagonal operator. In this talk, I will first speak about the result that the limit of the empirical eigenvalue distribution of the matrix random walk as the size of the matrix approaches infinity is the Brown measure of the free random walk. Then I will speak about the result that the limit of the Brown measure of the free random walk as the number of steps approaches infinity is the lima bean law. This is joint work with Driver, Hall, Kemp, Nemish, Nikitopoulos, Parraud.
October 20, 2026
11:00 AM
APM 6402
Research Areas
Functional Analysis / Operator Theory****************************
