Cours du LPTMS : Pierpaolo Vivo

“Introduction to Random Matrix Theory”

– Invariant vs. non invariant ensembles
– Edwards-Jones formula for density of states
– The Gaussian ensemble: semicircle law, method of orthogonal polynomials, resolvent equations
– The Coulomb gas method and linear statistics
– Largest eigenvalue: Tracy-Widom law and applications


Date/Time : 04/12/2012 - 13:45 - 15:15

Location : LPTMS, salle 201, 2ème étage, Bât 100, Campus d'Orsay

Upcoming seminars