15. Jun 2021

Single eigenvalue fluctuations of random matrices

VIENNA PROBABILITY SEMINAR

Datum: 15. Juni 2021 | 16:30 – 17:15
Sprecher: Benjamin Landon, MIT Mathematics
Veranstaltungsort: Online via Zoom

Gustavsson proved that the fluctuations of a bulk GUE eigenvalue around its mean are asymptotically Gaussian after a suitable rescaling.  O'Rourke extended this to the GOE and GSE using a coupling of Forrester and Rains.  In this talk we present recent results on the universality of these fluctuations for other classes of random matrices, including matrices of general Wigner-type under a one-cut assumption.  We use as input the homogenization theory of Dyson Brownian motion of L.-Sosoe-Yau as well as the works on the theory of the quadratic vector equation and general Wigner-type matrices of Ajanki-Erd\H{o}s-Kr{\"u}ger.  Based on joint work with P. Lopatto and P. Sosoe.

Weitere Informationen:

Datum:
15. Juni 2021
16:30 – 17:15

Sprecher:
Benjamin Landon, MIT Mathematics

Veranstaltungsort:
Online via Zoom

Ansprechpartner:

Birgit Oosthuizen-Noczil

Email:
birgit.oosthuizen-noczil@ist.ac.at

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