A universality result for the random matrix hard edge

Wednesday, March 23, 2016 -
3:00pm to 4:00pm
The hard edge refers to the distribution of the smallest singular value for certain ensembles of random matrices, or, and what is the same, that of the minimal point of a logarithmic gas constrained to the positive half line. For any "inverse temperature" and “quadratic" potential the possible limit laws (as the dimension, or number of particles, tends to infinity) was characterized by Jose Ramirez and myself in terms of the spectrum of a (random) diffusion generator. Here we show this picture persists for more general convex polynomial potentials. Joint work with Patrick Waters.
Speaker: 
Brian Rider
Temple University
Event Location: 
Fine Hall 214