R440, Astronomy-Mathematics Building, NTU
(台灣大學天文數學館 440室)
An Introduction to Random Matrix and Free Probability
Ching Wei Ho (Academia Sinica)
Abstract
Random matrix theory studies various properties of the eigenvalues of a random matrix. In this talk, I will introduce the Wigner matrix. We will look at the limiting eigenvalue distribution of the Wigner matrix and other popular results about Wigner matrix. If time permits, I will talk about the sum of a Wigner matrix and an arbitrary Hermitian matrix and discuss its relation to free probability.
WebEx Link: https://nationaltaiwanuniversity-ksz.my.webex.com/nationaltaiwanuniversity-ksz.my/j.php?MTID=mb3380db44ce9e55bb947f35e4de050c8
Meeting number (access code): 2515 302 5576
Meeting password: 82siTXb8mPN