``Random matrices at high temperature

Stochastic Analysis Seminar

 

Abstract: 

We shall discuss the statistics of the eigenvalues of large random Hermitian matrices when the temperature is very high. In particular we shall focus on the transition from Wigner/Airy to Poisson regime. 

 

Location:
Speaker(s):

ROMAIN ALLEZ

Date:
Monday, January 20, 2014 - 15:45
to 16:45