(Back to
the menu - click here.)

** ****MATHEMATICS COLLOQUIUM**

**
"Universality in random matrix theory"**

Date: |
Download-files: |
Time: |

Wednesday, 22. Feb 2017 |
Video-Recording for any system with MP4-support
- Video.mp4 (ca.391 Mb) |
15:15 – 16:20 |

Arno Kuijlaars

(Katholieke

Abstract :

Eigenvalues of
large random matrices have a remarkable behavior as the size of the

matrices tends to
infinity. The local repulsion of eigenvalues leads to microscopic

limit laws that
are independent of the fine details of the random matrix model.

This universality
phenomenon was observed by Wigner in the 1950s and proved by

mathematicians in
great generality since the 1990s.

Deviations from
universality correspond to phase transitions in limiting eigenvalue

behavior that can
be analyzed with nonlinear special functions: the Painlevé transcendents.

For example the
breaking of a spectral gap corresponds to a special solution of the

Painlevé II
equation.

In the talk I
will give an overview of these developments. I will also discuss the more

recently
discovered universal behavior for eigenvalues and singular values of products

of random
matrices.

<<<<<< Denna
sida ändrades, den 13 juni 2024 kl.17:34:58 >>>>>>