- Series
- Stochastics Seminar
- Time
- Tuesday, November 3, 2009 - 4:00pm for 1 hour (actually 50 minutes)
- Location
- Skiles 255 (Note unusual time and location)
- Speaker
- Ivan NOURDIN – Paris VI
- Organizer
- Yuri Bakhtin
My aim is to explain how to prove multi-dimensional central limit
theorems for the spectral moments (of arbitrary degrees) associated with
random matrices with real-valued i.i.d. entries, satisfying some appropriate
moment conditions. The techniques I will use rely on a universality
principle for the Gaussian Wiener chaos as well as some combinatorial
estimates. Unlike other related results in the probabilistic literature, I
will not require that the law of the entries has a density with respect to
the Lebesgue measure.
The talk is based on a joint work with Giovanni Peccati, and use an
invariance principle obtained in a joint work with G. P. and Gesine
Reinert