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Universality in the bulk of the spectrum for Hermitian random matrices

Connections for Women: An Introduction to Random Matrices September 20, 2010 - September 21, 2010

September 20, 2010 (09:40AM PDT - 10:40AM PDT)

Speaker(s): Sandrine Péché

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Abstract

We will review some recent universality results in the bulk of the spectrum for large Hermitian matrices. We will focus on complex sample covariance matrices. In particular, we will develop some ideas first introduced by Erdös, Schlein and Yau in a series of papers about Wigner matrices, which can be extended to sample covariance matrices.

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