Analysis Seminar

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

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.
Date: Friday, February 10, 2012
Time: 3pm
Where: Lunt 105
Contact Person: Prof. Jared Wunsch
Contact email: jwunsch@math.northwestern.edu
Contact Phone: 847-491-5580
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