BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//Talks.cam//talks.cam.ac.uk//
X-WR-CALNAME:Talks.cam
BEGIN:VEVENT
SUMMARY:Random matrices - Stephanie Jacquot (Statslab)
DTSTART:20110224T151500Z
DTEND:20110224T160000Z
UID:TALK29655@talks.cam.ac.uk
CONTACT:Elena Yudovina
DESCRIPTION:Random matrix theory has found many applications in physics\, 
 statistics and engineering since its inception. The eigenvalues of random 
 matrices are often of particular interest. The standard technique for stud
 ying local eigenvalue behavior of a random matrix distribution involves th
 e following steps. We first choose a family of n x n random matrices which
  we translate and rescale in order to focus on a particular region of the 
 spectrum\, and then we let n tend to infinity. When this procedure is perf
 ormed carefully\, the limiting eigenvalue behavior often falls into one of
  three classes: soft edge\, hard edge or bulk. In the world of random matr
 ices\, three ensembles are of particular interest: the Hermite\, Laguerre 
 and Jacobi beta-ensembles. In this talk I will present a joint work with B
 enedek Valkó. We consider the beta-Laguerre ensemble\, a family of distri
 butions generalizing the joint eigenvalue distribution of the Wishart rand
 om matrices. We show that the bulk scaling limit of these ensembles exists
  for all beta > 0 for a general family of parameters and it is the same as
  the bulk scaling limit of the corresponding beta-Hermite ensemble.
LOCATION:CMS\, MR4
END:VEVENT
END:VCALENDAR