Seminar Event Detail

Student Analysis

Date:  Monday, September 20, 2021
Location:  3866 EH (5:00 PM to 6:00 PM)

Title:  Tridiagonal random matrices (Part 2)

Abstract:   We will use the tridiagonal representation of GUE matrices introduced in the last talk to study the log-determinant log|det(M_n)|, where M_n is an n-by-n GUE matrix. In particular, the tridiagonal structure produces a two-term recursion relation for the determinants of minors, which we use to arrive at a Central limit theorem for the log-determinant. Time permitting, I will mention an extension to Wigner matrices. This talk aims to be accessible to graduate students without prior knowledge of random matrix theory.


Speaker:  Han Le
Institution:  University of Michigan

Event Organizer:     


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