Videos

Rare Events in RMT and Spherical Integrals

Presenter
September 20, 2021
Abstract
Estimating the probability of rare events, namely large deviations principle, for the spectrum of Wigner matrices with compactly supported entries is a challenge. In this talk we will discuss how the asymptotics of Spherical integrals can be derived and used to study such problems. This is based on recent joint works with Augeri, Belinschi, Huang and Husson.