Past Random Matrix Theory Seminars

14 July 2020
15:30
Tamara Grava
Abstract
We consider the Fermi-Pasta-Ulam-Tsingou (FPUT) chain composed by N particles  on the line  and endowed the phase space with the Gibbs measure at temperature 1/beta. We prove that the   integrals of motion of the Toda chain  are adiabatic invariants for the FPTU chain for times of order beta. Further we prove that certain combination of the harmonic energies are adiabatic invariants  of the FPUT chain  on the same time scale, while they are adiabatic invariants for Toda chain for all times. Joint work with A. Maspero, G. Mazzuca and A. Ponno.
  • Random Matrix Theory Seminars
30 June 2020
15:30
Gaultier Lambert
Abstract

In the first part of the talk, I will review the basic ideas behind Stein’s method for normal approximation and present a general result which we obtained in arXiv:1706.10251 (joint work with Michel Ledoux and Christian Webb). This result states that for a Gibbs measure, an eigenfunction of the corresponding infinitesimal generator is approximately Gaussian in a sense which will be made precise. In the second part, I will report on several applications in random matrix theory. This includes a proof of Johansson’s central limit theorem for linear statistics of beta-ensembles on \R, as well as an application to circular beta-ensembles in the high temperature regime (based on arXiv:1909.01142, joint work with Adrien Hardy).

  • Random Matrix Theory Seminars
16 June 2020
15:30
Christian Webb
Abstract

I will discuss joint work with Eero Saksman (Helsinki) describing the statistical behavior of the Riemann zeta function on the critical line in terms of complex Gaussian multiplicative chaos. Time permitting, I will also discuss connections to random matrix theory as well as some recent joint work with Saksman and Adam Harper (Warwick) relating powers of the absolute value of the zeta function to real multiplicative chaos.

  • Random Matrix Theory Seminars
9 June 2020
15:30
Abstract

We study expectations of powers and correlations for characteristic polynomials of N x N non-Hermitian random matrices. This problem is related to the analysis of planar models (log-gases) where a Gaussian (or other) background measure is perturbed by a finite number of point charges in the plane. I will discuss the critical asymptotics, for example when a point charge collides with the boundary of the support, or when two point charges collide with each other (coalesce) in the bulk. In many of these situations, we are able to express the results in terms of Painlevé transcendents. The application to certain d-fold rotationally invariant models will be discussed. This is joint work with Alfredo Deaño (University of Kent).

  • Random Matrix Theory Seminars
2 June 2020
15:30
Paul Bourgade
Abstract

Fyodorov-Hiary-Keating established a series of conjectures concerning the large values of the Riemann zeta function in a random short interval. After reviewing the origins of these predictions through the random matrix analogy, I will explain recent work with Louis-Pierre Arguin and Maksym Radziwill, which proves a strong form of the upper bound for the maximum.

  • Random Matrix Theory Seminars
19 May 2020
15:30
Abstract

In this talk, I would like to advertise the strict equality between two objects from very different areas of mathematical physics:

- Kahane's Gaussian Multiplicative Chaos (GMC), which uses a log-correlated field as input and plays an important role in certain conformal field theories.

- A reference model in random matrices called the Circular Beta Ensemble (CBE).

The goal is to give a precise theorem whose loose form is GMC = CBE. Although it was known that random matrices exhibit log-correlated features, such an exact correspondence is quite a surprise. 

  • Random Matrix Theory Seminars
12 May 2020
15:30
Abstract

In the last thirty years there was a lot of progress in understanding the asymmetric simple exclusion process (ASEP). Much less is currently known about the multi-species extension of ASEP. In the talk I will discuss the connection of such an extension to random walks on Hecke algebras and its probabilistic applications. 

  • Random Matrix Theory Seminars
10 March 2020
15:30
Abstract

The rows of a Young diagram chosen at random with respect to the Plancherel measure are known to share some features with the eigenvalues of the Gaussian Unitary Ensemble. We shall discuss several ideas, going back to the work of Kerov and developed by Biane and by Okounkov, which to some extent clarify this similarity. Partially based on joint work with Jeong and on joint works in progress with Feldheim and Jeong and with Täufer.

  • Random Matrix Theory Seminars
25 February 2020
15:30
Per-Gunnar Martinsson
Abstract

The talk will describe how ideas from random matrix theory can be leveraged to effectively, accurately, and reliably solve important problems that arise in data analytics and large scale matrix computations. We will focus in particular on accelerated techniques for computing low rank approximations to matrices. These techniques rely on randomised embeddings that reduce the effective dimensionality of intermediate steps in the computation. The resulting algorithms are particularly well suited for processing very large data sets.

The algorithms described are supported by rigorous analysis that depends on probabilistic bounds on the singular values of rectangular Gaussian matrices. The talk will briefly review some representative results.

Note: There is a related talk in the Computational Mathematics and Applications seminar on Thursday Feb 27, at 14:00 in L4. There, the ideas introduced in this talk will be extended to the problem of solving large systems of linear equations.

  • Random Matrix Theory Seminars

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