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Colloquia

Methods of random matrix theory for different regimes of eigenvalue distribution

Mariya Shcherbina

Location:  Hill 705
Date & time: Wednesday, 03 April 2024 at 3:30PM - 4:30PM

Mariya Shcherbina (Institute for Low Temperature Physics, Kharkiv and IAS)

 
Title: Methods of random matrix theory for different regimes of eigenvalue distribution

 
Abstract: We consider a number of classical models of random matrices,
such as Wigner model, Marchenko-Pastur model, band matrix model, Ginibre model, etc, and discuss the main 
problems of their eigenvalue statistics in two regimes: global and local. We discuss the  main methods which 
are using in the field. Special  attention will be paid to the method of super symmetric integration.

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