Centered Weingarten calculus and centered Wick calculus
Speaker:
Benoît Collins, Kyoto University
Date and Time:
Friday, June 17, 2022 - 9:00am to 10:00am
Location:
Western University
Abstract:
We will elaborate on techniques developed together with Charles Bordenave to integrate products of centered random variables, specifically: centered polynomials in Gaussian or centered polynomials in unitary ensembles. This is a new type of graphical calculus. We will explain the relationship between these calculi and applications to the operator norm convergence of random matrices.