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Fluctuations of Eigenvalues of Large Random Matrices from Classical Compact Groups.


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.