Random Matrix Statistics Beyond Wigner Matrices

Random Matrix Statistics Beyond Wigner Matrices

Probability Seminar
Dec 15, 2021, 03:00 PM - 04:00 PM | Zoom Meeting ID: 985 7941 4748 Passcode: 783431 Evans Hall | Happening As Scheduled
Jiaoyang Huang, Courant Institute, NYU

The success of random matrices in modeling physical systems lies in the universality phenomenon of their eigenvalue statistics. The general belief is for systems with many strongly interacting components, we expect to see random matrix statistics. The universality is well understood for Wigner matrices, which are dense. In this talk, I will first discuss some results concerning random matrix...