Local limit theorems for random matrices

Seminário de Estatística e Gestão do Risco

Orador: Professor Alexander Tikhomirov, Syktyvkar University and Russian Academy of Sciences
Data | Hora: 21 Novembro de 2018 | 14H00
Local: Sala 1.12 - Edifício VII

Abstract: Limit theorems for spectrum of Wigner matrices, sample covariance matrices, Girko - Ginibre matrices and products of Girko - Ginibre matrices in the local regime will be considered. An overview of the results obtained recently with F. Goetze and A. Naumov will be given.

Financiado através do projeto UID/MAT/00297/2013.