EVENT DETAILS AND ABSTRACT

Title: Spectral statistics of large random matrices
Speaker: Antti Knowles
Speaker Info: Harvard
Brief Description:
Special Note:
Abstract:

Large random matrices exhibit the striking phenomenon of universality: under very general assumptions on the matrix entries, the limiting spectral statistics coincide with those of a Gaussian matrix ensemble. I review recent results on the spectral universality of random matrices. I also describe two types of phase transition in random matrix models: one associated with heavy-tailed entries, and the other associated with finite-rank deformations.