RMT reading seminar

A reading seminar devoted to learn about random matrix theory from Deift's book "Random Matrix Theory: Invariant Ensembles and Universality". The schedule is irregular.

2015


#0: Tamás
Ref: [4]
Contents

#1: Feb 9 — Tamás
Ref: [1] Sec 2.1-2.3, [2] Lec 1 & 2
Contents

#2: Feb 13 — Tivadar
Ref: [1] Sec 2.4, [2] Lec 3
Contents

#3: Feb 16 — Tivadar
Ref: [1] Sec 2.4-2.5, [2] Lec 3
Contents

#4: Feb 20 — Tivadar
Ref: [1] Sec 2.5, [2] Lec 3
Contents

#5: Feb 23 — Gyuri
Ref: [1] Sec 3.1-3.2, [2] Lec 3
Contents

#6: Mar 5 — Gyuri
Ref: [1] Sec 3.2, [2] Lec 3
Contents

#7: Mar 9 — Tivadar
Ref: [1] Sec 3.3, [2] Lec 3
Contents

#8: Mar 16 — Tamás
Ref: [1] Sec 3.4, [2] Lec 3, [3] Sec 5.4
Contents

#9: Mar 27 — Gyuri
Ref: [1] Sec 4.1.1, [2] Lec 4, [3] Sec 5.4
Contents

#10: Apr 10 — Tamás
Ref: [1] Sec 4.2-4.4, [2] Lec 4, [3] Sec 5.4
Contents


References

  1. P. Deift and D. Gioev, Random Matrix Theory: Invariant Ensembles and Universality, Courant Lecture Notes 18, AMS, 2009.
  2. P. Deift, Invariant matrix ensembles: basic theory, Lecutres in Summer Graduate School 'Random Matrix theory', MSRI, 2009.
  3. P. Deift, Orthogonal polynomials and random matrices: a Riemann-Hilbert approach, Courant Lecture Notes 3, AMS, 2000.
  4. F.J. Dyson, Statistical theory of the energy levels of complex systems. I., J. Math. Phys. 3 140-156, 1962.
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