Nov 26, 2019

Randomly coupled differential equations and non-Hermitian random matrices

Vienna Probability Seminar

Date: November 26, 2019 | 4:30 pm – 5:30 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.

More Information:

Date:
November 26, 2019
4:30 pm – 5:30 pm

Speaker:
David Renfrew, IST Austria

Location:
IST Austria, Heinzel SR / Ground floor, Office Bldg West (I21.EG.101)

Contact:

Oosthuizen-Noczil Birgit

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

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