Séminaire Matrices et graphes aléatoires (MEGA)

Les thèmes abordés incluent

Prochaine séance

Vendredi 13 juin à l'Institut Henri Poincaré.

Abstract: I will briefly discuss two different approaches, both using Grassmann integration techniques as essential ingredients, which proved to be successful in addressing various statistical characteristics of eigenvectors of non-Hermitian random matrices. The first one uses incomplete Schur decomposition as its starting point and has been successfully employed through the last decade. The second one is based on the Kac-Rice counting formulas and has been introduced only recently.

Abstract: The problem of computing the large N asymptotics of multi-matrix models may be reduced in some cases to the computation of integrals over the unitary group. We explain how these asympotics may be computed (in the perturbative regime) using Weingarten calculus and Dyson-Schwinger equations.The terms of the asymptotic expansion may then be expressed in terms of maps, i.e. graphs embedded in surfaces. The particular maps involved generalize the monotone.

Abstract: The statistics of eigenvectors of non-Hermitian random matrices has attracted growing attention recently due to applications in quantum chaotic scattering and characterising eigenvalue sensitivity. This area of study was introduced in the seminal 1998 work of Chalker \& Mehlig, who computed the large matrix size, $N$, limit of the self-overlap between left and right eigenvectors in Ginibre's complex ensemble. Since then, these results have been built upon to include higher order statistics and some universal results for the self-overlap in a variety of non-Hermitian random matrix ensembles. In this talk, we discuss some of these existing results for both finite $N$ and asymptotically for large $N$, focusing mostly on elliptic Ginibre matrices, which have mean zero i.i.d. Gaussian entries and a correlation $\tau \in [0,1)$ between off-diagonal matrix entries. Asymptotic results are discussed in two different limits, namely strong non-Hermiticity, where $\tau \in [0,1)$ is fixed as $N \to \infty$ and weak non-Hermiticity, where $\tau \to 1$ as $N \to \infty$.

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Histoire

Le séminaire MEGA a été créé en 2014 par Djalil Chafaï et Camille Male avec l'aide de Florent Benaych-Georges.

Image est tirée de https://www.mat.tuhh.de/forschung/aa/forschung.html.