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The Single Ring Theorem

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

September 21, 2010 (11:00 AM PDT - 12:00 PM PDT)
Speaker(s): Alice Guionnet (Massachusetts Institute of Technology)
Video

Abstract I will discuss the asymptotics of the spectrum of non-normal random matrices, whose law is invariant under the action of the orthogonal or the unitary group. This is based on a joint work with M. Krishnapur and O. Zeitouni.
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