Eigenvalues of random non-Hermitian matrices and randomly coupled differential equations
Speaker:
David Renfrew, Binghamton University/ IST Austria
Date and Time:
Thursday, June 20, 2019 - 10:45am to 11:30am
Location:
Fields Institute, Room 230
Abstract:
We consider large random matrices with centered, independent entries but possibly different variances and compute the limiting distribution of eigenvalues, as well as the trace of f(X)g(X*) for analytic test functions f and g. We then consider applications to long time asymptotics for systems of critically coupled differential equations with random coefficients.