Jacobi Matrices and Central Limit Theorems in Random Matrix Theory

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• Breuer, J (Hebrew University of Jerusalem)
• Monday 30 March 2015, 12:30-13:30
• Seminar Room 2, Newton Institute Gatehouse.

If you have a question about this talk, please contact Mustapha Amrani.

Periodic and Ergodic Spectral Problems

The notion of an orthogonal polynomial ensemble generalizes many important point processes arising in random matrix theory, probability and combinatorics. The most famous example perhaps is that of the eigenvalue distributions of unitary invariant ensembles (such as GUE ) of random matrix theory. Remarkably, the study of fluctuations of these point processes is intimately connected to the study of Jacobi matrices. This talk will review our recent joint work with Maurice Duits exploiting this connection to obtain central limit theorems for orthogonal polynomial ensembles.

This talk is part of the Isaac Newton Institute Seminar Series series.

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