Large Random Matrices, Old and New
MSRI / SLMath 40th Anniversary Symposium April 13, 2023 - April 14, 2023
Location: SLMath: Eisenbud Auditorium, Online/Virtual
Primary Mathematics Subject Classification
No Primary AMS MSC
Secondary Mathematics Subject Classification
No Secondary AMS MSC
Large random matrices were born about a century ago in the work of the statistician Wishart to analyze big array of noisy datas. It was then shown in the fifties by Wigner and Dyson to model well the Hamiltonian of certain heavy nuclei, hence finding its way in quantum physics. Even more surprisingly, Montgomery gave a numerical evidence that random matrices are intimately related to the zeroes of Riemann Zeta function in the seventies. But it is really only after the birth of MSRI that random matrix theory developed as a mature field. In this talk, after underlying a few other fields where random matrices play a central role, I will discuss the random matrix theory of Bernoulli Matrices, old and new.