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.