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Central Limit Theorems for the beta-Hermite and beta-Laguerre ensembles of arbitrary beta

Mathematical Physics & Probability

Speaker: Ioana Dumitriu, MIT
Location: 693 Kerr
Start time: Tue, Dec 2 2003, 3:10PM

Starting from the matrix models for the beta-Hermite and beta-Laguerre ensembles of arbitrary beta we have found in 2001, we examine the global spectrum fluctuations as the size of the ensembles grows large, and obtain central limit theorems. This is joint work with Alan Edelman.