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University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > Spectral statistics of Bernoulli matrix ensembles - a random walk approach

## Spectral statistics of Bernoulli matrix ensembles - a random walk approachAdd to your list(s) Download to your calendar using vCal - Joyner, C (Queen Mary, University of London)
- Tuesday 24 March 2015, 15:00-16:00
- Seminar Room 1, Newton Institute.
If you have a question about this talk, please contact Mustapha Amrani. Periodic and Ergodic Spectral Problems Co-author: Uzy Smilansky (Weizmann Institute of Science) We investigate the eigenvalue statistics of random Bernoulli matrices, where the matrix elements are chosen independently from a binary set with equal probability. This is achieved by initiating a discrete random walk process over the space of matrices and analysing the induced random motion of the eigenvalues – an approach which is similar to Dyson’s Brownian motion model but with important modifications. In particular, we show our process is described by a Fokker-Planck equation, up to an error margin which vanishes in the limit of large matrix dimension. The stationary solution of which corresponds to the joint probability density function of certain well-known fixed trace Gaussian ensembles. This talk is part of the Isaac Newton Institute Seminar Series series. ## This talk is included in these lists:- All CMS events
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