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NCTS Probability Seminar
 
14:10 - 15:30, June 5, 2023 (Monday)
Room 515, Cosmology Building, NTU
(臺灣大學次震宇宙館 515研討室)
Irregularity for Perturbations of Random Matrices
Jiun-Chau Wang (University of Saskatchewan)

Abstract

In 2018 Claeys, Kuijlaars, Liechty, and D. Wang showed that the eigenvalues of Gaussian perturbations of large Hermitian random matrices can have a macroscopic limit distribution with cusp singularities. We offer a ”free probability” explanation to their result and further show that the same ”singularity propagation” behavior also happens for Wishart perturbations. This is based on a joint work with Hari Bercovici and Ping Zhong.


 

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