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Student Analysis Seminar

An Edge CLT for the Log Determinant of Laguerre Ensembles
Tuesday, September 27, 2022
5:00-6:00 PM
3096 East Hall Map
In this talk, we consider log|det(M - s)| of random matrix M from the Laguerre \beta ensemble in the case s is near the upper edge of the Marchenko-Pastur law, and discuss its convergence to a Gaussian random variable as the size of of the matrix grows. We first introduce the Laguerre ensemble for general \beta>0, then examine the log determinant from the perspective of linear spectral statistics. Time permitting, we will discuss the starting point of the CLT analysis, and the connection to a spherical spin glass model.

The talk is based on joint work with Elizabeth Collins-Woodfin. Speaker(s): Han Le (University of Michigan)
Building: East Hall
Event Type: Workshop / Seminar
Tags: Mathematics
Source: Happening @ Michigan from Department of Mathematics, Student Analysis Seminar - Department of Mathematics