The University of Arizona
19 septembre 2008 de 16 h 00 à 18 h 00 (heure de Montréal/HNE) Sur place
Three examples: we'll start with the usual random Hermitian matrices as an introduction. Then we'll consider two examples of probability measures on random Hermitian matrices which are invariant ensembles but which have peculiar, and different behavior. In all three cases, the primary goal will be to summarize explicit formulae for eigenvalue statistics, and with remaining time, discuss the subsequent asymptotic analysis.
AdresseUdeM, Pav. André-Aisenstadt, 2920, ch. de la Tour, salle 6214