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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 |
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.