Spectral statistics of large random matrices
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Large random matrices exhibit the striking phenomenon of
universality: under very general assumptions on the matrix entries,
the limiting spectral statistics coincide with those of a Gaussian
matrix ensemble. I review recent results on the spectral universality
of random matrices. I also describe two types of phase transition in
random matrix models: one associated with heavy-tailed entries, and
the other associated with finite-rank deformations. (Joint work with
L. Erdos, H.T. Yau, and J. Yin.)
This talk is part of the Probability series.
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Antti Knowles (Harvard)
Tuesday 17 January 2012, 14:15-15:15