skip to content
 

Spectral statistics of Bernoulli matrix ensembles - a random walk approach

Presented by: 
C Joyner Queen Mary, University of London
Date: 
Tuesday 24th March 2015 - 15:00 to 16:00
Venue: 
INI Seminar Room 1
Abstract: 
Co-author: Uzy Smilansky (Weizmann Institute of Science)

We investigate the eigenvalue statistics of random Bernoulli matrices, where the matrix elements are chosen independently from a binary set with equal probability. This is achieved by initiating a discrete random walk process over the space of matrices and analysing the induced random motion of the eigenvalues - an approach which is similar to Dyson's Brownian motion model but with important modifications. In particular, we show our process is described by a Fokker-Planck equation, up to an error margin which vanishes in the limit of large matrix dimension. The stationary solution of which corresponds to the joint probability density function of certain well-known fixed trace Gaussian ensembles.

The video for this talk should appear here if JavaScript is enabled.
If it doesn't, something may have gone wrong with our embedded player.
We'll get it fixed as soon as possible.
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons