Natalie Coston

collaborators

2 papers

math.PR2018

Gaussian fluctuations for linear eigenvalue statistics of products of independent iid random matrices

Natalie Coston, Sean O'Rourke

Consider the product $X = X_{1} \dots X_{m}$ of $m$ independent $n \times n$ iid random matrices. When $m$ is fixed and the dimension $n$ tends to infinity, we prove Gaussian limits…

math.PR2017

Outliers in the spectrum for products of independent random matrices

Natalie Coston, Sean O'Rourke, Philip Matchett Wood

For fixed positive integers m, we consider the product of m independent n by n random matrices with iid entries as in the limit as n tends to infinity. Under suitable assumptions o…