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Wednesday, May 11, 2022 - 09:00 in ZOOM - Video Conference


Rank one perturbations of classical beta-ensembles

A talk in the Seminar Zufallsmatrizen series by
Rostyslav Kozhan from Uppsala University

Abstract: We use Dumitriu-Edelman tridiagonal matrix models to compute the joint eigenvalue distribution of rank one non-Hermitian perturbations of classical ensembles of random matrices (Gaussian, Wishart, chiral Gaussian), as well as their beta-analogues. Same method can be applied to the computation of the eigenvalue distribution for Hermitian rank one perturbations of chiral Gaussian ensembles, as well as rank one multiplicative non-Hermitian perturbations of each of the above ensembles. Part of the results is a joint work with G. Alpan.

Please contact Gernot Akemann (akemann@physik.uni-bielefeld.de) for details regarding access.

Within the CRC this talk is associated to the project(s): C6



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