Bilkent Üniversitesi Analiz Seminerleri
How do the eigenvalues of a large random matrix behave?
Giorgio Cipolloni
Princeton University, Amerika Birleşik Devletleri
We prove that the fluctuations of the eigenvalues converge to the Gaussian Free Field (GFF) on the unit disk. These fluctuations appear on a non-natural scale, due to strong correlations between the eigenvalues. Then we study extremal values of this Gaussian field as well as certain space-time correlations of those eigenvalues.
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