Projektseminar (Functional Analysis): Topics in random matrix theory
Wintersemester 2014/15

Time and Place
Type: Time: Place: Start:
PJSE 2 std. Di 12:05-13:35 SR10 7.10
Topics
Ramdom matrix theory is a hot topic both in mathematics and physics with important connections to many other areas. We will try to take a first look into this fascinating are by reading the book Topics in random matrix theory by Terence Tao.
Presentations
Date: Title: Speaker: References:
28.10Concentration of measure 1Frieder Simon[Tao]
4.11Concentration of measure 2Tobias Schubhart[Tao]
18.11The central limit theorem 1Till Luc Lange[Tao]
25.11The central limit theorem 2Anna Till[Tao]
9.12The operator norm of random matricesHadded Zouhair[Tao]
16.12The semicircular lawAleksey Kostenko[Tao]
13.1Gaussian unitary ensemble: distribution of eigenvalues 1Ira Egorova[vM], [PS], [Tao]
20.1Gaussian unitary ensemble: distribution of eigenvalues 2Ira Egorova[vM], [PS], [Tao]
27.1Gaussian unitary ensemble: distribution of eigenvalues 3Ira Egorova[vM], [PS], [Tao]

References:

  1. P. van Moerbeke, Random and Integrable Models in Mathematics and Physics, in "Random Matrices, Random Processes and Integrable Systems", J. Harnad (ed), Springer 2011
  2. L. Pastur and M. Shcherbina, Eigenvalue Distribution of Large Random Matrices, Amer. Math. Soc 2011
  3. T. Tao, Topics in random matrix theory, Amer. Math. Soc., Providence, 2013
Course assessment
Preparation and presentation of a chosen topic.
Audience
Majors in Mathematics (master program, code MANS), Physics, ...
Auf Ihr Kommen freuen sich Aleksey Kostenko und Gerald Teschl