Mathematikgebäude, Hörsaal E29

Large random matrices tend to exhibit universal fluctuations. Beyond the well-known Wigner-Dyson and Tracy-Widom eigenvalue distributions, we overview other universality results for Hermitian and non-Hermitian matrices. We discuss the emergence of normal distribution involving eigenvectors, especially the random matrix version of quantum unique ergodicity. We also explain why results on non-Hermitian random matrices are much harder than their Hermitian counterparts and highlight our new methods to tackle them.

Mathematisches Kolloquium: Einblicke in die Wunder und Schönheit der Mathematik

Im Wintersemester 2024/2025 sind drei Vorträge im Mathematischen Kolloquium vorgesehen. Sie finden jeweils am Mittwochnachmittag statt.

Prof. Dr. László Erdös

Institute of Science and Technology Austria (ISTA)