Student Probability Seminar

Spring 2021

Welcome to the Columbia Student Probability Seminar. This semester we will be studying random matrix theory from the book An Introduction to Random Matrices by Anderson, Guionnet and Zeitouni. Our talks this semester will be held over Zoom on Mondays from 12pm to 1pm (EST).

Email me (hindy.drillick at columbia.edu) if you want to be added to the seminar mailing list. The website for Fall 2020 is here.

Schedule of Talks

Date Speaker Title
January 25 Weitao Zhu Wigner's Semicircle Law
I will speak about (real) Wigner matrices and prove Wigner semicircle law with the method of moments approach. I will also discuss how to derive a simple version of a central limit theorem for linear statistics of the eigenvalues of Wigner matrices.
February 1 Sayan Das Proof of Semicircle Law via Stieltjes Transform
I will define the Stieltjes transformation for measures and then prove the Semicircle Law for Wigner matrices using them.
February 8 Hindy Drillick Computing the Joint Distribution of Eigenvalues for the GOE
February 15 Zoe Himwich Large Deviations for Random Matrices Part 1
I will discuss large deviations of the empirical measure and top eigenvalue.
February 22 Zoe Himwich Large Deviations for Random Matrices Part 2
I will discuss large deviations of the empirical measure and top eigenvalue.