Teaching

Type:	Time:	Place:	Start:
PJSE 2 std.	Di 12:05-13:35	SR10	7.10

Ramdom matrix theory is a hot topic both in mathematics and physics with important connections to many other areas. We will try to take a first look into this fascinating area by reading the book Topics in random matrix theory by Terence Tao.

Date:	Title:	Speaker:	References:
28.10	Concentration of measure 1	Frieder Simon	[Tao]
4.11	Concentration of measure 2	Tobias Schubhart	[Tao]
18.11	The central limit theorem 1	Till Luc Lange	[Tao]
25.11	The central limit theorem 2	Anna Till	[Tao]
9.12	The operator norm of random matrices	Hadded Zouhair	[Tao]
16.12	The semicircular law	Aleksey Kostenko	[Tao]
13.1	Gaussian unitary ensemble: distribution of eigenvalues 1	Ira Egorova	[vM], [PS], [Tao]
20.1	Gaussian unitary ensemble: distribution of eigenvalues 2	Ira Egorova	[vM], [PS], [Tao]
27.1	Gaussian unitary ensemble: distribution of eigenvalues 3	Ira Egorova	[vM], [PS], [Tao]

References:

1. P. van Moerbeke, Random and Integrable Models in Mathematics and Physics, in "Random Matrices, Random Processes and Integrable Systems", J. Harnad (ed), Springer 2011
2. L. Pastur and M. Shcherbina, Eigenvalue Distribution of Large Random Matrices, Amer. Math. Soc 2011
3. T. Tao, Topics in random matrix theory, Amer. Math. Soc., Providence, 2013

Preparation and presentation of a chosen topic.

Majors in Mathematics (master program, code MANS), Physics, ...