Date: Thursday, April 04, 2013
Location: 4096 East Hall (4:10 PM to 6:00 PM)
Title: Density of eigenvalues of random matrices (after Erdos, Schlein and Yau)
Abstract: In a sequence of recent papers, Erdos, Schlein and Yau proved a local semicircle law and a delocalization of eigenvectors for general symmetric random matrices (with iid entries above diagonal). We will work out some techniques that they developed for this purpose. Specifically, I will show how to upper bound the number of eigenvalues in a given small interval with high probability (a "Wegner estimate").
Speaker: Roman Vershynin
Institution: UM
Event Organizer:
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