This week's seminars
Statistics Seminars: The matrix Dyson equation in random matrix theory
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 firstname.lastname@example.org for more information