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Central Limit Theorems for the beta-Hermite and beta-Laguerre ensembles of arbitrary beta
Probability| Speaker: | Ioana Dumitriu, MIT |
| Location: | 693 Kerr |
| Start time: | Tue, Dec 2 2003, 3:10PM |
Description
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.