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DTSTART:20230326T030000
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DTSTAMP:20260404T141622Z
UID:1676560500@ist.ac.at
DTSTART:20230216T161500
DTEND:20230216T171500
DESCRIPTION:Speaker: Volodymyr Riabov\nhosted by Laszlo Erdös\nAbstract: L
 inear Eigenvalue Statistics (LES) are sums of test functions over the eige
 nvalues of a random matrix. Convergence of the empirical eigenvalue measur
 e to a deterministic measure is equivalent to the convergence of LES to a 
 deterministic quantity for any fixed (bounded continuous) test function. F
 urthermore\, it can be shown that for suitable test functions\, the fluctu
 ations of LES around the deterministic limit are asymptotically Gaussian w
 ith a universal variance functional (hence the central limit theorem). In 
 this talk\, we address the central limit theorem for LES in the setting of
  Wigner-type matrices\, a generalization of Wigner matrices whose limiting
  spectral measure is no longer semicircular. In particular\, we analyze a 
 two-point function of the resolvents\, which emerges in the study of the c
 haracteristic function of LES\, and a class of related two-point functions
 .
LOCATION:Mondi 2 (I01.01.008)\, Central Building\, ISTA
ORGANIZER:birgit.oosthuizen-noczil@ist.ac.at 
SUMMARY:Volodymyr Riabov: Central limit theorem for mesoscopic eigenvalue s
 tatistics of Wigner-type matrices
URL:https://talks-calendar.ista.ac.at/events/3977
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