Publications

Multiplicative LLN and CLT and their Applications

July 25, 2017

Group Members

Lowen PengAnthony SistiRajeshwari Majumdar

Supervisors

Phanuel Mariano, Masha Gordina, Sasha Teplyaev, Ambar Sengupta, Hugo Panzo

Overview

We study the Law of Large Numbers (LLN) and and Central Limit Theorems (CLT) for products of random matrices. The limit of the multiplicative LLN is called the Lyapunov exponent. We perturb the random matrices with a parameter and we look to find the dependence of the the Lyapunov exponent on this parameter. We also study the variance related to the multiplicative CLT. We prove and conjecture asymptotics of various parameter dependent plots.

Publication: “Lyapunov exponent and variance in the CLT for products of random matrices related to random
Fibonacci sequences” — arXiv:1809.02294, Discrete Contin. Dyn. Syst. Ser. B 25 (2020), pp 21

Presentations:

Raji Majumdar and Anthony Sisti, will present posters Applications of Multiplicative LLN and CLT for Random Matrices and Black Scholes using the Central Limit Theorem on Friday, January 12 at the MAA Student Poster Session, and give talks on Saturday, January 13 at the AMS Contributed Paper Session on Research in Applied Mathematics by Undergraduate and Post-Baccalaureate Students.

 

Spectrum of the Magnetic Laplacian on the Diamond Fractal

May 22, 2016

Group MembersIMG_5606

Stephen Loew, Madeline Hansalik, Aubrey Coffey

Supervisors

Luke Rogers, Antoni Brzoska

Overview

The diamond fractal is a fractal that is obtained in the following manner.  Start with a graph with two vertices and an edge and replace the edge with two new vertices connected to our original vertices to obtain a diamond shaped graph.   The diamond fractal is defined to be the limiting object after continuing with the edge replacement indefinitely.  In the project, the spectrum of magnetic Laplacian operators on graph approximations to the diamond fractal was computed.

Given a level n approximation to the fractal with known magnetic field strengths through cells and holes, it is possible to determine the net magnetic field through the cells and holes of the preceding graph approximations.  The spectral similarity relation between the operators on successive graph approximations was worked out, with the corresponding spectral decimation polynomial depending on the magnetic field strengths.  A poster and talk on this work was presented at the REU Mini-Symposium at UConn.

Publication: Journal of Physics A: Mathematical and Theoretical, Volume 50, Number 32

arXiv:1704.01609

Presentation

Magnetic Spectral Decimation

Poster