|
|
Random Matrices Beyond the Usual Universality Classes
Wed, September 8, 2010 2:00PM - 3:00PM
| Time: | 2:00PM - 3:00PM |
| Location: | Simons Auditorium |
| Speakers: | Ken McLaughlin, Ken McLaughlin |
| Abstract: | The statistical behavior of eigenvalues of large random matrices (i.e. in the limit when the matrix size tends to infinity) has been thoroughly investigated, for probability densities of the form
C \exp{ - Tr V ( M ) }
where V(x) is a smooth, real valued function of the real variable x, and V(M) is defined on matrices by "the usual procedure".
First goal: provide a background and introduction to the above.
But for probability densities in which the TRACE does not appear linearly, the situation is less understood. A simple example is:
C \exp{ ( Tr ( M2 ) )2 }
(i.e. square the trace).
Second goal: explain the source of the complication.
Third goal: Describe results. (Joint work with Misha Stepanov, Univ. of Arizona) |
|
