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-101Speakers
Kurt Johansson
Affiliation
KTH