Rare Events in RMT and Spherical Integrals
[HYBRID WORKSHOP] Connections and Introductory Workshop: Universality and Integrability in Random Matrix Theory and Interacting Particle Systems, Part 2 September 20, 2021 - September 24, 2021
Location: MSRI: Simons Auditorium, Online/Virtual
Estimating the probability of rare events, namely large deviations principle, for the spectrum of Wigner matrices with compactly supported entries is a challenge. In this talk we will discuss how the asymptotics of Spherical integrals can be derived and used to study such problems. This is based on recent joint works with Augeri, Belinschi, Huang and Husson.