Spectral Properties of Large Random Matrices

Spectral Properties of Large Random Matrices

Probability Seminar
Feb 18, 2015, 03:10 PM - 04:00 PM | 1011 Evans Hall | Happening As Scheduled
Alexander Soshnikov, Department of Mathematics, U.C. Davis
In the first half of the talk, I will discuss CLT type results for linear and partial linear eigenvalue statistics of large random Hermitian matrices. The second talk will be devoted to a recent result (joint with Sean O'Rourke, David Renfrew, and Van Vu) about the products of elliptic random matrices.