Nov 26, 2019
Randomly coupled differential equations and non-Hermitian random matrices
Vienna Probability Seminar
Date: November 26, 2019 |
4:30 pm –
Speaker: David Renfrew, IST Austria
Location: IST Austria, Heinzel SR / Ground floor, Office Bldg West (I21.EG.101)
We consider large random matrices, whose entries can contain non-trivial correlations and possibly different variances, and compute the limiting support of their eigenvalues, as well as the trace of f(X)g(X*) for analytic test functions f and g. We then consider applications to long time asymptotics for systems of critically coupled differential equations with random coefficients.