Non-Asymptotic Results for Singular Values of Gaussian Matrix Products

Explore non-asymptotic results for singular values of Gaussian matrix products in this 39-minute lecture by Grigorios Paouris. Delve into the rate of convergence of the empirical measure to the triangular law and examine quantitative results on asymptotic normality of Lyapunov exponents. Learn about the global and local regimes, key questions, and results in this field. Understand the importance of normalization and follow the proof process. Based on joint work with Boris Hanin, this talk from the Hausdorff Center for Mathematics offers valuable insights into matrix theory and its applications.

Intro
Setting
Two regimes
Global regime
Question
Results
Local Results
Example
Normalization
Proof