|Non-equilibrium Dynamics and Random Matrices|
|Topic:||Linear statistics of eigenvalues|
|Date:||Thursday, October 31|
|Time/Room:||2:00pm - 3:00pm/S-101|
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.