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 logdeterminant logdet(M_n), where M_n is an nbyn GUE matrix. In particular, the tridiagonal structure produces a twoterm recursion relation for the determinants of minors, which we use to arrive at a Central limit theorem for the logdeterminant. 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.
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Speaker: Han Le
Institution: University of Michigan
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