Seminário de Teoria Quântica do Campo Topológica   RSS

05/06/2019, 16:30 — 17:30 — Sala P3.10, Pavilhão de Matemática
, University of Notre Dame

Eigenvalues of random matrices in the general linear group

I will begin by discussing the two standard prototype random matrix models, one for Hermitian matrices and one for general matrices. For large matrices, the eigenvalues follow the "semicircular law" in the first case and the "circular law" in the second case. Furthermore, there is a simple relationship between these two laws.

I will then discuss two "multiplicative" analogs of these models, in which the random matrices are chosen from the unitary group and the general linear group, respectively. In the unitary case, the limiting eigenvalue distribution was computed by Biane and exhibits an interesting phase transition when a certain scaling parameter equals 4. I will then describe recent results of mine with Driver and Kemp on the general linear case. The limiting distribution again undergoes a phase transition and turns out to have a remarkably simple structure. The talk will be self-contained with lots of pictures and possibly even a few jokes.

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Organizadores correntes: José MourãoRoger PickenMarko Stošić


Projectos FCT PTDC/MAT-GEO/3319/2014, Quantization and Kähler Geometry, PTDC/MAT-PUR/31089/2017, Higher Structures and Applications.