Extreme eigenvalues of random matrices

  • 3 May 2023
  • 1400-1500
  • WAV057

Brian Winn (Loughborough)

In this talk I will survey some results on the probability distributions of the largest and smallest eigenvalues of random matrices (matrices whose entries are random variables). The main focus will be on the limiting distribution as the size of the matrices tends to infinity, and I will present some new two-term asymptotic results.

Contact and booking details

Booking required?