Department of Mathematics - Seminar on Probability - How do the eigenvalues of a large random matrix behave?
10:00am - 11:00am
https://hkust.zoom.us/j/93404141818 (Passcode: 229272)
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We prove that the fluctuations of eigenvalues converge to the Gaussian Free Field (GFF) on the unit disk. Due to strong correlations between the eigenvalues, these fluctuations appear on a non-natural scale. We then explore extremal values of this Gaussian field and investigate certain space--time correlations of the eigenvalues.
Event Format
Speakers / Performers:
Dr. Giorgio Cipolloni
Princeton University
Language
English
Recommended For
Alumni
Faculty and staff
PG students
UG students
Organizer
Department of Mathematics