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)