GPP

Extreme spacings between random matrix eigenvalues

by Christophe Charlier (Institut de recherche en mathématique et physique)

Europe/Brussels
B/2nd floor-B.203 - Seminar room (Marc de Hemptinne (chemin du Cyclotron, 2, Louvain-la-Neuve))

B/2nd floor-B.203 - Seminar room

Marc de Hemptinne (chemin du Cyclotron, 2, Louvain-la-Neuve)

20
Description

In this talk, I will survey recent results on extreme gaps between random matrix eigenvalues. I will discuss both the largest and the smallest spacings, for both Hermitian and non-Hermitian matrices. I will also compare these results with the behavior of extreme gaps for independent and identically distributed random variables.