Joint Neyman/Probability Seminar: Continuum limits of random matrices
Joint Probability and Statistics Colloquium
Oct 20, 2010, 04:10 PM - 05:00 PM | 1011 Evans Hall | Happening As Scheduled
Brian Rider, Department of Mathematics, University of Colorado at Boulder (Speaker)
The study of random matrices, motivated by various sources including
theoretical physics and mathematical statistics, has focussed on limit
theorems for the spectrum of some given matrix ensemble as the
dimension (of those matrices) tends to infinity. An overarching goal
of the field is to identify universality classes, or conditions under
which the limiting eigenvalue statistics are...