【確率論セミナー・作用素環セミナーと共催】About random matrices with complex spectra

開催日時: 
2019/05/07 Tue 13:00 - 14:30
場所: 
3号館108号室
講演者: 
Djalil Chafaï
講演者所属: 
Université Paris-Dauphine
概要: 

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.