Seminar:
Analysis
Event time:
Thursday, April 10, 2025 - 4:00pm
Location:
Zoom
Speaker:
László Erdős
Speaker affiliation:
ST, Austria
Event description:
Large random matrices tend to exhibit universal fluctuations. Beyond the well-known Wigner-Dyson and Tracy-Widom eigenvalue distributions, we overview other universality results for Hermitian and non-Hermitian matrices. We discuss the emergence of normal distribution involving eigenvectors, especially the random matrix version of quantum unique ergodicity. We also explain why results on non-Hermitian random matrices are much harder than their Hermitian counterparts and highlight our new methods to tackle them.
The Zoom link