The University of Arizona

Please note that this event has ended!

How do the eigenvalues of a large non-Hermitian random matrix behave?

Special Colloquium

How do the eigenvalues of a large non-Hermitian random matrix behave?
Series: Special Colloquium
Location: MATH 501 and ZOOM
Presenter: Giorgio Cipolloni, Princeton University
We prove that the fluctuations of the eigenvalues converge to the Gaussian Free Field (GFF) on the unit disk. These fluctuations appear on a non-natural scale, due to strong correlations between the eigenvalues.
Then, motivated by the long time behaviour of the ODE \dot{u}=Xu, we give a precise estimate on the eigenvalue with the largest real part and on the spectral radius of X.
(Refreshments will be served in the Math Commons Room at 3:30 PM)