You are cordially invited to the seminars organized by the Department of Mathematics.
Speaker: Simona Diaconu (New York University)
“Expectations and Eigenvalues”
Abstract: This talk delves into random matrix theory-an area lying at the intersection of probability theory and linear algebra- and showcases how computing expectations can help understanding eigenspectra of (symmetric) random matrices, both globally and locally. We will begin with some classical results on two of the largest families of such matrices, Wigner and Wishart ensembles, originally motivated by questions in physics and statistics, respectively. In recent years, the assumptions underlying them have been modified in a plethora of ways, and plenty of results regarding their eigenvalues have been discovered, a good part of which rely on computing expectations. We will consider three such instances, each bringing in a different additional ingredient: self-consistent equations, trace differences, and universality. The second example deals with Wigner matrices, while the other two with Wishart matrices (oftentimes referred to as sample covariance matrices by statisticians).
Date: February 10, Tuesday
Time: 19:00 (Ankara)
Place: Zoom
To request the event link, please send a message to gokhan.yildirim@bilkent.edu.tr