Applied Math Seminar
Winter Quarter 2009
3:15 p.m.
Sloan Mathematics Corner
Building 380, Room 380-C

Friday, January 16, 2009

Alexander Soshnikov
Mathematics
University of California at Davis

On Local Linear Statistics in Large Random Matrices


Abstract:

I will talk about the universality problem in Random Matrix Theory. The first part of the talk will devoted to the overview of the old results about the universality of the local distribution of eigenvalues at the edge and in the bulk of the spectrum. In the second half, I will discuss recent developments due to Sandrine Peche (grenoble) and myself. I will also talk about a new approach suggested by Ohad Feldheim and Sasha Sodin.