Random matrix theory was pioneered in the 1920s by the statistician John Wishart to tackle empirical covariance matrices and in the 1950s by Eugene Wigner to study heavy nuclei. It has since expanded to multiple branches of mathematics from number theory to statistical physics. In this talk we will consider recent advances regarding the large deviations of spectra of random matrices whose dimension goes to infinity. In other words we want to quantify how fast the probability that those spectra (and in particular the largest eigenvalue) being close to a value different from their limit vanishes. Linked to this question, we also consider the asymptotics of spherical integrals, which in addition to being rich mathematical objects, have played an instrumental role in the previously mentioned advances.
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Random matrices, large deviations and spherical integral
Research Group:
Speaker:
Jonathan Husson
Institution:
University of Michigan
Schedule:
Monday, December 11, 2023 - 16:00 to 17:00
Location:
Online
Abstract:
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Upcoming events
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Erika Temellini
TBA
Wednesday, May 7, 2025 - 14:00
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Scipio Cuccagna
On the asymptotic stability of ground states of the pure power Nonlinear Schroedinger Equation on the line
Thursday, May 8, 2025 - 14:00 to 16:00
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Alessandro Cucinotta
TBA
Friday, May 9, 2025 - 14:00
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Davide Oberto
TBA
Friday, May 23, 2025 - 18:45
Today's Lectures
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10:00 to 12:00
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11:00 to 13:00
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14:00 to 16:00
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14:00 to 16:00
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16:00 to 18:00
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16:00 to 18:00
Recent publications
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G.P. Leonardi; G. Saracco,Rigidity and trace properties...
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M. Berti; S. Cuccagna; F. Gancedo; S. Scrobogna,Paralinearization and extended...
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S. Bianchini; G.Maria Leccese,Existence and blow-up for non-...
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L. Asselle; G. Benedetti; M. Berti,Zoll magnetic systems on the t...