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SUMMARY:Jacobi Matrices and Central Limit Theorems in Random Matrix Theory
  - Breuer\, J (Hebrew University of Jerusalem)
DTSTART:20150330T113000Z
DTEND:20150330T123000Z
UID:TALK58682@talks.cam.ac.uk
CONTACT:Mustapha Amrani
DESCRIPTION:The notion of an orthogonal polynomial ensemble generalizes ma
 ny important point processes arising in random matrix theory\, probability
  and combinatorics. The most famous example perhaps is that of the eigenva
 lue distributions of unitary invariant ensembles (such as GUE) of random m
 atrix theory. Remarkably\, the study of fluctuations of these point proces
 ses is intimately connected to the study of Jacobi matrices. This talk wil
 l review our recent joint work with Maurice Duits exploiting this connecti
 on to obtain central limit theorems for orthogonal polynomial ensembles.\n
LOCATION:Seminar Room 2\, Newton Institute Gatehouse
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