Ken McLaughlin of University of Arizona and MSRI will speak on "Random Matrices Beyond the Usual Universality Classes"
Abstract:
The statistical behavior of eigenvalues of large random matrices (i.e. in the limit when the matrix size tends to infinity) has been investigated extensively, for probability densities of the form C exp{-Tr V(M)} where V(x) is a smooth, real valued function of the real variable x, and V(M) is defined on matrices by "the usual procedure".
First goal: provide a background and introduction to the above.
But for probability densities in which the TRACE does not appear linearly, the situation is less understood. A simple example is: C exp{ (Tr ( M^2))^2} (i.e. square the trace).
Second goal: explain the source of the complication.
Third goal: Describe results. (Joint work with Misha Stepanov,
Univ. of Arizona)