Linear statistics of eigenvalues

Non-equilibrium Dynamics and Random Matrices
Topic:Linear statistics of eigenvalues
Speaker:Kurt Johansson
Date:Thursday, October 31
Time/Room:2:00pm - 3:00pm/S-101
Video Link:

The study of the Gaussian limit of linear statistics of eigenvalues of random matrices and related processes, like determinantal processes, has been an important theme in random matrix theory. I will review some results starting with the strong Szegö limit theorem, and also discuss the possibility of non-Gaussian limits.