Videos

The Single Ring Theorem

Presenter
September 21, 2010
Keywords:
  • random matrices
  • random eigenvalues
  • Ginibre ensemble
  • Gaussian ensemble
  • unitary action
Abstract
I will discuss the asymptotics of the spectrum of non-normal random matrices, whose law is invariant under the action of the orthogonal or the unitary group. This is based on a joint work with M. Krishnapur and O. Zeitouni.