Math Colloquia

Overview of universality phenomena in random matrices

by Prof. László Erdös (ISTA)

Europe/Rome
Ex-ISEF/Building-Main Lecture Hall (GSSI)

Ex-ISEF/Building-Main Lecture Hall

GSSI

20
Description

Abstract: Large random matrices tend to exhibit universal fluctuations. Beyond the well-known Wigner-Dyson and Tracy-Widom eigenvalue distributions, we overview other universality results for Hermitian and non-Hermitian matrices. We discuss the emergence of normal distribution involving eigenvectors, especially the random matrix version of quantum unique ergodicity. We also explain why results on non-Hermitian random matrices are much harder than their Hermitian counterparts and highlight our new methods to tackle them.