Asymptotics of matrix models
Speaker:
Alice Guionnet, ENS Lyon
Date and Time:
Friday, October 23, 2020 - 11:15am to 12:15pm
Location:
Online
Abstract:
The asymptotics of the spectrum of Gaussian matrices are now well understood thanks to the representation of their laws as a Coulomb gas on the réal line: convergence, fluctuations and large déviations principle could be obtained. We shall discuss in this talk the case of polynomial in several matrices and matrix models with several matrices. Central in these studies is to construct appropriate transpoprt maps or change of variables.