Random Matrices: Law of the Determinant

School of Mathematics Colloquium
Friday, February 8, 2013 - 3:00pm for 1 hour (actually 50 minutes)
Skiles 005
Van Vu – Yale University
Greg Blekherman
Random matrix theory is a fast developing topic with connections to so many areas of mathematics: probability, number theory, combinatorics, data analysis, mathematical physics, to mention a few. The determinant is one of the most studied matrix functionals. In our talk, we are going to give a brief survey on the studies of this functional, dated back to Turan in the 1940s. The main focus will be on recent developments that establish the limiting law in various models.