Skip to Content

Sponsors

No results

Keywords

No results

Types

No results

Search Results

Events

No results
Search events using: keywords, sponsors, locations or event type
When / Where
All occurrences of this event have passed.
This listing is displayed for historical purposes.

Presented By: Department of Mathematics

Student Analysis Seminar

Tridiagonal random matrices (Part 1)

One of the most famous results in random matrix theory is the eigenvalue distribution of the Gaussian Unitary Ensemble (GUE). In this talk, I will briefly introduce GUE matrices and then present a tridiagonal matrix ensemble that shares the same eigenvalue distribution as GUE. These tridiagonal matrices are very handy because they provide a more computationally efficient way to model the eigenvalues of GUE. This expository talk aims to be accessible to graduate students without prior knowledge of random matrix theory. There will be a related talk next week by Han Le, who will present a more detailed application of tridiagonal random matrices. Speaker(s): Elizabeth Collins-Woodfin (University of Michigan)

Explore Similar Events

  •  Loading Similar Events...

Keywords


Back to Main Content