Subscribe to Events
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.