Random matrix theory and supersymmetry techniques

Series
Job Candidate Talk
Time
Monday, January 6, 2020 - 11:00am for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Tatyana Shcherbyna – Princeton University – tshcherbyna@princeton.eduhttps://www.math.princeton.edu/people/tatyana-shcherbyna
Organizer
Michael Damron
Starting from the works of Erdos, Yau, Schlein with coauthors, significant progress in understanding universal behavior of many random graph and random matrix models were achieved. However for random matrices with a spatial structure, our understanding is still very limited.  In this talk I am going to overview applications of another approach to the study of the local eigenvalue statistics in random matrix theory based on so-called supersymmetry techniques (SUSY). The SUSY approach is based on the representation of the determinant as an integral over the Grassmann (anticommuting) variables. Combining this representation with the representation of an inverse determinant as an integral over the Gaussian complex field, SUSY allows to obtain an integral representation for the main spectral characteristics of random matrices such as limiting density, correlation functions, the resolvent's elements, etc. This method is widely (and successfully) used in the physics literature and is potentially very powerful but the rigorous control of the integral representations, which can be obtained by this method, is quite difficult, and it requires powerful analytic and statistical mechanics tools. In this talk we will discuss some recent progress in application of SUSY  to the analysis of local spectral characteristics of the prominent ensemble of random band matrices, i.e. random matrices whose entries become negligible if their distance from the main diagonal exceeds a certain parameter called the band width.