Wigner random matrices with weak moment conditions
|
Mon, 01/02/2010 15:45 |
Kurt Johansson (Matematiske Institutionen Stockholm) |
Stochastic Analysis Seminar  |
Eagle House |
| Abstract: There has in the last year been much progresson the universality problem for the spectra of a Wigner random matrices, i.e.Hermitian or symmetric random matrices with independent elements. I will givesome background on this problem and also discuss what can be said when we onlyassume a few moments of the matrix elements to be finite. | |||