Non-equilibrium Dynamics and Random Matrices

Linear statistics of eigenvalues

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.

Date & Time

October 31, 2013 | 2:00pm – 3:00pm

Location

S-101

Speakers

Kurt Johansson

Affiliation

KTH

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