Probability Seminar

Title: Large deviations for extreme eigenvalues of deformed Wigner random matrices
Speaker: Ben McKenna
Speaker Info: Courant Institute
Brief Description:
Special Note:

Noisy data is frequently modeled using the random matrix A + B, where A is a deterministic ``signal'' and B is a Wigner matrix, for example drawn from the Gaussian orthogonal ensemble. We will give a large deviation principle for the largest eigenvalue of this model. This generalizes and builds on the seminal result of Ben Arous-Dembo-Guionnet and a more recent advance by Guionnet-Husson.
Date: Tuesday, January 14, 2020
Time: 3:00PM
Where: Lunt 107
Contact Person: Antonio Auffinger
Contact email: gold@math.northwestern.edu
Contact Phone:
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