Probability Seminar

Universality for the random matrix hard edge

Brian Rider, Temple University

Friday, March 24th, 2017
2:45 PM - 3:45 PM
Hylan 1106A

The hard edge refers to the distribution of the smallest singular value for certain ensembles of random matrices, or, and what is the same, that of the minimal point of a logarithmic gas constrained to the positive half line. For any inverse temperature and Gaussian potential the possible limit laws (as the dimension, or number of particles, tends to infinity) was characterized by Jose Ramirez and myself in terms of the spectrum of a (random) diffusion generator. Here we show this picture persists for more general convex polynomial potentials. Joint work with Patrick Waters.

Event contact: sevak dot mkrtchyan at rochester dot edu