"Anisotropic random matrices"
Event details
| Date | 23.03.2015 |
| Hour | 11:15 › 12:15 |
| Speaker | Prof. Antti KNOWLES (ETHZ) |
| Location | |
| Category | Conferences - Seminars |
Most of the literature on random matrices focuses on matrix models that are isotropic in the sense that their Green functions are with high probability close to a multiple of the identity matrix. Such models include Wigner matrices, Erdos-Renyi graphs, and random band matrices.
I talk about matrix models that are not isotropic. An prominent family of examples is provided by sample covariance matrices whose underlying population has nontrivial correlations. I present a new method that yields local laws for such anisotropic models. Applications include the proof of the Tracy-Widom statistics near the edges, as well as the distribution of the eigenvectors.
I talk about matrix models that are not isotropic. An prominent family of examples is provided by sample covariance matrices whose underlying population has nontrivial correlations. I present a new method that yields local laws for such anisotropic models. Applications include the proof of the Tracy-Widom statistics near the edges, as well as the distribution of the eigenvectors.
Practical information
- Informed public
- Free
Organizer
- Prof. Ph. Michel
Contact
- Prof. Ph. Michel