Spectral laws of random matrices

Palestrante: Julian Sahasrabudhe
Instituição:Universidade de Cambridge (Reino Unido)

Title: Spectral laws of random matrices

Abstract: Let A be an n by n matrix where n is large and each entry is distributed identically and independently at random. What is the approximate distribution of the eigenvalues of A in the complex plane? This basic question, which goes back to the pioneering work of Wigner in the 1950s, has proven to be surprisingly rich with several beautiful mathematical connections. In this talk I will discuss something of the history of this problem, in addition to some recent advances. 

Horário: 16h 45min
Sala: L856