Random matrices at high temperature

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• Romain Allez (Berlin)
• Tuesday 11 February 2014, 16:30-17:30
• MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

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We will introduce invariant ensembles of random matrices and discuss their spectral statistics in the limit of large dimension and when the temperature is very high. In particular we shall focus on the transition from Wigner/Airy to Poisson regime. This is joint work with JP Bouchaud, L Dumaz and A Guionnet.

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