Traces, Eigenvalues, and Eigenvectors
Traces, Eigenvalues, and Eigenvectors
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Simona Diaconu, NYU
Random matrix theory is concernedÌýprimarilyÌýwith the eigenvalues and eigenvectors of certain ensembles. The method of moments is a common technique in this area: it goes back to Wigner in 1955, and consists of finding the asymptotic behavior of traces of large powers of matrices.ÌýThe most common uses areÌýoperator normÌýboundsÌýwith high probability, a classical result of Soshnikov from 1998 being edge eigenspectrumÌýuniversality.ÌýThe purpose of this talk is highlighting the versatility of this technique by presenting threeÌý(more) recent applications, two yielding central limit theorems for eigenvalues,Ìýand one perhaps even surprising, related to eigenvectors. No background in random matrix theory is assumed.