[[PROB Seminar jointly with OA Seminar]] About random matrices with complex spectra

Date
2019/05/07 Tue 13:00 - 14:30
Room
3号館108号室
Speaker
Djalil Chafaï
Affiliation
Université Paris-Dauphine
Abstract

Abstract: This talk is about the spectra of non-Hermitian random matrix models. Their asymptotic analysis reveals remarkable high dimensional phenomena, which are, among other aspects, related to entropy maximization and free probability theory. We will present some of the general phenomena and methodologies, and we will focus mostly on the circular law phenomenon. We will present several works, notably in collaboration with Charles Bordenave. We will also present briefly some few open problems.