Student Probability Seminar

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Wigner's Semi-Circle Law Via the Moments Method

Speaker: Ivan Corwin

Location: Warren Weaver Hall 813

Date: Friday, September 26, 2008, 3 p.m.

Synopsis:

In this talk I will introduce some of the basic ideas and problems in random matrix theory. In particular I will study the eigenvalue distribution for symmetric matrices with Gaussian i.i.d. entries and, via a version of the moments method, prove that this distribution converges to the famous Wigner semi-circle. More general results will follow from the method of proof.