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Fluctuations of Eigenvalues of Large Random Matrices from Classical Compact Groups.Colloquium
|Speaker: ||Alexander Soshnikov, Mathematics, Caltech|
|Location: ||693 Kerr|
|Start time: ||Wed, Mar 3 1999, 4:10PM|
Consider the eigenvalues of large n-dimensional unitary (orthogonal,
symplectic) matrix chosen at random. How uniformly is configuration
distributed on the unit circle ? What is the order of the fluctuations ?
To answer these questions we shall study empirical distribution functions
of eigenvalues and their spacings and prove the Central Limit Theorem.