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Hermitian matrix models with spiked external source
Wed, December 1, 2010 2:00PM - 3:00PM
Tags: Scientific
Time:2:00PM - 3:00PM
Location:MSRI, Simons Auditorium
Speaker:Jinho Baik

Abstract: The limiting of the largest eigenvalue of deformed GUE and deformed
LUE exhibits a phase transition phenomena. An extension of these models is
a random matrix model with general potential and spiked external source.
We show that the transitional behavior is universal among the convex
potentials, but non-convex potentials can have non-universal transitions.
This is a joint work with Dong Wang.