Matrix Dyson equation and random matrices with correlations

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

• Laszlo Erdös (IST Austria)
• Tuesday 31 October 2017, 16:15-17:15
• MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

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.

This talk is included in these lists:

• All CMS events
• All Talks (aka the CURE list)
• CMS Events
• DPMMS Lists
• DPMMS info aggregator
• DPMMS lists
• Hanchen DaDaDash
• Interested Talks
• MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB
• Probability
• School of Physical Sciences
• Statistical Laboratory info aggregator
• bld31

Note that ex-directory lists are not shown.