Thursday December 3rd, 2020 | |
| Time: | 4:30 PM |
| Title: | Random matrix statistics---A new class of statistical laws for highly correlated systems. |
| Speaker: | Horng-Tzer Yau, Harvard University |
| Abstract: | |
| In this lecture, we will review recent works concerning spectral statistics of random matrices and related conjectures. We’ll explain the underlying mechanism for the universality of random matrix statistics. The dynamics of eigenvalues and eigenvectors for random matrices will also be discussed. | |