COOKIES: By using this website you agree that we can place Google Analytics Cookies on your device for performance monitoring. |

University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > A transportation approach to random matrices.

## A transportation approach to random matrices.Add to your list(s) Download to your calendar using vCal - Figalli, A (University of Texas at Austin)
- Thursday 22 May 2014, 11:00-12:00
- Seminar Room 2, Newton Institute Gatehouse.
If you have a question about this talk, please contact Mustapha Amrani. Free Boundary Problems and Related Topics Optimal transport theory is an efficient tool to construct change of variables between probability densities. However, when it comes to the regularity of these maps, one cannot hope to obtain regularity estimates that are uniform with respect to the dimension except in some very special cases (for instance, between uniformly log-concave densities). In random matrix theory the densities involved (modeling the distribution of the eigenvalues) are pretty singular, so it seems hopeless to apply optimal transport theory in this context. However, ideas coming from optimal transport can still be used to construct approximate transport maps (i.e., maps which send a density onto another up to a small error) which enjoy regularity estimates that are uniform in the dimension. Such maps can then be used to show universality results for the distribution of eigenvalues in random matrices. The aim of this talk is to give a self-contained presentation of these results. This talk is part of the Isaac Newton Institute Seminar Series series. ## This talk is included in these lists:- All CMS events
- Featured lists
- INI info aggregator
- Isaac Newton Institute Seminar Series
- School of Physical Sciences
- Seminar Room 2, Newton Institute Gatehouse
Note that ex-directory lists are not shown. |
## Other listsBiotechnology Seminar Series Professor Sir Brian Heap Chi Han Workshop## Other talksHE@Cam Seminar: John Buckell - Smokersâ€™ cigarette choices and risk perceptions: Experimental evidence on US adults Understanding model diversity in CMIP5 projections of westerly winds over the Southern Ocean Black and British Migration CPGJ Reading Group "Space, Borders, Power" Biomarkers and novel tools for early detection; general principles and specific examples Christmas Quiz |