Special Colloquium

Speaker: Ching Wei Ho (Indiana University)
Title: The eigenvalues of the sum of a Hermitian matrix and an imaginary multiple of the GUE
Time: 2020-12-03 (Thu.)  11:00 - 12:00
Place: Auditorium, 6 Floor, Institute of Mathematics (NTU Campus)
Abstract: Wigner computed that the limiting eigenvalue distribution of the Gaussian unitary ensemble (GUE) is the semicircle law in 1955. Random matrix theory then has been rapidly developed for decades; remarkably, in the 90s, Voiculescu discovered that free probability theory can be used to study random matrices. In this talk, I will speak on my recent work with Brian Hall, where we use free probability to compute the limiting eigenvalue distribution of the sum of a deterministic Hermitian matrix and an imaginary multiple of a GUE. Unless the Hermitian matrix is a zero matrix, this random matrix is almost surely non-normal.
  || Close window ||