Logo

Mathematical Sciences Research Institute

Home » Workshop » Schedules » Fluctuations and Large Deviations for Extreme Eigenvalues of Deformed Random Matrices

Fluctuations and Large Deviations for Extreme Eigenvalues of Deformed Random Matrices

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

September 20, 2010 (03:30 PM PDT - 04:30 PM PDT)
Speaker(s): Mylene Maida
Video

Abstract This is joint work with F.~Benaych Georges and Alice Guionnet. We consider a model of matrices with well-known spectrum (deterministic with converging spectral measure, Wigner, Wishart etc.) and add a random perturbation with finite rank and delocalized eigenvectors. We get so called spiked or deformed models which lately received quite a lot of attention. We investigate the asymptotic behavior of their extreme eigenvalues, in particular their fluctuations and large deviations properties.
Supplements No Notes/Supplements Uploaded
Video/Audio Files

v0200

Quicktime v0200.mov 885 MB video/quicktime rtsp://videos.msri.org/v0200/v0200.mov Download
H.264 Video v0200.m4v 608 MB video/mp4 rtsp://videos.msri.org/v0200/v0200.m4v Download
Buy the DVD

If none of the options work for you, you can always buy the DVD of this lecture. The videos are sold at cost for $20USD (shipping included). Please Click Here to send an email to MSRI to purchase the DVD.

See more of our Streaming videos on our main VMath - Streaming Video page.