Spectral properties of Large Random Matrices with Independent Non-Gaussian Entries
Speaker:
Alexander Soshnikov, University of California, Davis
Date and Time:
Monday, September 17, 2007 - 11:00am to 11:50am
Location:
The Fields Institute
Abstract:
In the beginning of the talk, we will give an exposition of the known results about the spectral properties of random Wigner matrices. The main part of the talk will be devoted to our joint results with Sandrine Peche about the largest eigenvalues of Random Wigner matrices with non-symmetrically distributed entries.