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Limit distribution of the eigenvalues of a symmetric random matrix

cours CIMPA
cours CIMPA

Mark Rudelson

Summary:  Wigner Semicircle Law for normalized eigenvalues of large random symmetric matrices was proved, which can be viewed as a non-commutative version of the Central Limit Theorem. For this purpose the following technical tools were introduced and developed: Stieltjes transform, Hanson-Wright inequality, self-consistent equation for Stieltjes transform.
 

Organizing institute
CIMPA
Institute
International Centre for Mathematics in Ukraine
Country (déprécié)
Ukraine
City
Kiev
Level of the audience/possible candidates
Master or higher educational level
Pays
Ukraine
Type
cours CIMPA
Free cost event
Yes
Dates
-
Deadline

Procédure de candidature

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