Department of Mathematics - Master Calendar

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Probability Seminar

Event Type
Seminar/Symposium
Sponsor
Department of Mathematics
Location
345 Altgeld Hall
Date
Apr 30, 2024   2:00 - 2:50 pm  
Speaker
Lucas Benigni (U Montreal)
Contact
Xuan Wu
E-Mail
xuanzw@illinois.edu
Views
28
Originating Calendar
Probability Research Area Calendar

Title: Delocalization of eigenvectors of large random matrices.

Abstract: We consider the eigenvectors of large Wigner matrices, which are self-adjoint NxN matrices with centered entries of variance 1/N. When the matrix entries are Gaussian random variables, each eigenvector is uniformly distributed on the sphere and, as such, truly delocalized. For this specific model, many estimates can be directly computed, and there have been many recent works generalizing these to Wigner matrices and beyond. In this talk, I will present recent works on some of these estimates such as sharp upper bounds on the largest entry of an eigenvector, quantum unique ergodicity, as well as joint Gaussian fluctuations. I will then give a global presentation of how to prove universality of these different properties.

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