University of Cambridge > Talks.cam > Probability > Matrix Dyson equation and random matrices with correlations

Matrix Dyson equation and random matrices with correlations

Add to your list(s) Download to your calendar using vCal

If you have a question about this talk, please contact Perla Sousi.

We consider large random matrices with general slowly decaying correlation among its entries. We prove universality of local eigenvalue statistics and optimal local law for the resolvent. One key ingredient is a sharp stability analysis of the matrix Dyson equation, the other one is a systematic diagrammatic control of a multivariate cumulant expansion.

This talk is part of the Probability series.

Tell a friend about this talk:

This talk is included in these lists:

Note that ex-directory lists are not shown.

 

© 2006-2017 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity