On eigenvalues of a sum of random matrices

Series
Job Candidate Talk
Time
Wednesday, February 2, 2011 - 1:00pm for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Vladislav Kargin – Department of Mathematics, Stanford University
Organizer
Christian Houdré
Let H = A+UBU* where A and B are two N-by-N Hermitian matrices and U is a random unitary transformation. When N is large, the point measure of eigenvalues of H fluctuates near a probability measure which depends only on eigenvalues of A and B. In this talk, I will discuss this limiting measure and explain a result about convergence to the limit in a local regime.