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Student Analysis Seminar

Tridiagonal random matrices (Part 2)
Monday, September 20, 2021
5:00 PM-12:00 AM
3866 East Hall Map
We will use the tridiagonal representation of GUE matrices introduced in the last talk to study the log-determinant log|det(M_n)|, where M_n is an n-by-n GUE matrix. In particular, the tridiagonal structure produces a two-term recursion relation for the determinants of minors, which we use to arrive at a Central limit theorem for the log-determinant. Time permitting, I will mention an extension to Wigner matrices. This talk aims to be accessible to graduate students without prior knowledge of random matrix theory.
Speaker(s): Han Le (University of Michigan)
Building: East Hall
Event Type: Workshop / Seminar
Tags: Mathematics
Source: Happening @ Michigan from Department of Mathematics