06 déc 2022
15:30 - 16:30
Salle 5, Site Marcelin Berthelot
En libre accès, dans la limite des places disponibles

Intervenant(s)

László Erdős, Institute of Science and Technology Austria
URL de la vidéo

Résumé

Large random matrices tend to exhibit universal spectral fluctuations. Besides overviewing the well-known Wigner-Dyson and Tracy-Widom universality for Hermitian Wigner matrices, we present new analogous results for non-Hermitian matrices. In particular, we establish edge universality, CLT for linear statistics and a precise three-term asymptotic expansion for the rightmost eigenvalue of an n by n random matrix with independent identically distributed complex entries as n tends to infinity.