Random Matrices, the GUE and the distribution of eigenvalues

Other Talks
Wednesday, October 21, 2015 - 17:00
1.5 hours (actually 80 minutes)
Skies 006
Georgia Tech
This is the fourth meeting in a series of a reading seminars. In this lecture we will analyze the distribution of the eigenvalues of GUE ensembles.  We will use Hermite polynomials to get very concrete computations.  This way we will recover the semicircular law and we will also discuss a little bit the top eigenvalue.