• Speaker: Sheehan Olver, The University of Sydney
  • Title: Numerical Random Matrix Theory
  • Location: Room V129, Mathematics Building (Callaghan Campus) The University of Newcastle
  • Time and Date: 4:00 pm, Thu, 12th Sep 2013
  • Abstract:

    Random matrix theory has undergone significant theoretical progress in the last two decades, including proofs on universal behaviour of eigenvalues as the matrix dimension becomes large, and a deep connection between algebraic manipulations of random matrices and free probability theory. Underlying many of the analytical advances are tools from complex analysis. By developing numerical versions of these tools, it is now possible to calculate random matrix statistics to high accuracy, leading to new conjectures on the behaviour of random matrices. We overview recent advances in this direction.

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