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Department of Mathematical Sciences


This week's seminars

Statistics Seminars: The matrix Dyson equation in random matrix theory

Presented by László Erdős, Institute of Science and Technology Austria

12 November 2018 12:00 in CM221

The spectral statistics of large random matrices exhibit
a new type of universality as postulated by Eugene Wigner in the 1950’s.
This celebrated Wigner-Dyson-Mehta conjecture has recently been
proved for hermitian matrices with independent, identically distributed entries.
Wigner’s original vision, however, extends well beyond this class of matrix
ensembles and it predicts universal behavior for any random operator
with “sufficient complexity”. One of main mathematical tools
is the matrix Dyson equation (MDE), a deterministic quadratic equation
for large matrices that computes the density of states.
After a non-technical introduction to random matrix theory,
we will discuss new classes of matrix ensembles that have become accessible
by a systematic analysis of the MDE.

Contact for more information

Research Seminars by Series

The research groups in the Department of Mathematical Sciences hold several seminar series in term time. Information on date, time and location are available here.

For information on previous years' seminars please see the seminar archives pages.