Seminar
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| Location: | SLMath: Online/Virtual, Eisenbud Auditorium |
Keywords and Mathematics Subject Classification (MSC)
Primary Mathematics Subject Classification
No Primary AMS MSC
Secondary Mathematics Subject Classification
No Secondary AMS MSC
Mini-Course: Introduction To Eigenvalue Distribution Of Random Matrices
To participate in this seminar, please register HERE.
We provide an introduction to the theory of symmetric and Hermitian random random matrices. We first discuss the global anatomy of the spectrum, using general tools from basic probability. We then discuss the case of Gaussian Hermitian random matrices (GUE), the simplest
case for which finer computations are possible. We also briefly discuss the case of beta ensembles. In a final part, we survey more recent tools, including in particular Dyson Brownian Motion, used to prove universality, that is transfer the Gaussian results to more general models.
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