Orthogonal polynomials and random matrices
 
 
Description:  In this talk we present some classical results on unitarily invariant ensembles of random matrices of size NxN, the prime example being the Gaussian Unitary Ensemble (GUE). It will be shown how the analysis of the corresponding family of orthogonal polynomials on the real line can be used to obtain asymptotic information (for large N) of several statistical quantities of the random matrix ensemble, such as the behavior of the eigenvalues, the partition function and the free energy.
Date:  2014-11-28
Start Time:   14:30
Speaker:  Alfredo Deaño (Univ. Carlos III, Madrid, Spain)
Institution:  Univ. Carlos III, Madrid, Spain
Place:  Room 5.5
Research Groups: -Analysis
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