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Eigenvalue Statistics of Large Random Matrices
Probability| Speaker: | Alexander Soshnikov, UC Davis |
| Location: | 1147 MSB |
| Start time: | Wed, Oct 22 2014, 4:10PM |
In the first half of the talk, I will discuss CLT type results for linear and partial linear eigenvalue statistics in Wigner, sample covariance, band, and beta ensembles of random matrices (joint works with Lingyun Li, Sean O'Rourke and other collaborators). The second part of the talk will be devoted to spectral properties of products of elliptic random matrices (joint work with Sean O'Rourke, David Renfrew, and Van Vu).