Student Probability Seminar

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Eigenvalues of Random Matrices: A ‘Statistical Physics’ Approach

Speaker: Thomas Leble

Location: Warren Weaver Hall 1314

Date: Tuesday, October 18, 2016, 2 p.m.

Synopsis:

Spectrum is arguably the central object of random matrix theory. I will explain how the random eigenvalues of some usual matrix ensembles can be seen as interacting particles with logarithmic repulsion, and how a ‘statistical physics’ approach can be used to derive results about the asymptotic behaviour of the eigenvalues at macroscopic and microscopic scales.