Séminaire Matrices et graphes aléatoires (MEGA)

Les thèmes abordés incluent

Prochaine séance

Vendredi 5 avril à l'Institut Henri Poincaré, salle Grisvard (314)

Abstract: This mini-course is an introduction to logarithmic Sobolev inequalities. We will present the links with hypercontractivity of Markov semigroups, the long time behavior of ergodic Markov processes, and the concentration of measure phenomenon. In a second part, we will present some links with beta ensembles, Wigner random matrices, and Dyson brownian motion.

Abstract: Let $X = \{ X(t),t \in \mathbb R^N\}$ be a centered Gaussian random field with values in $\mathbb R^d$ satisfying certain conditions and let $F \subset \mathbb R^d$ be a Borel set. In the talk, we provide a sufficient condition for $F$ to be polar for $X$, i.e. $P(X(t) \in F$ for some $t \in \mathbb R^N$) = 0, which improves significantly the existence results. We provide a variety of examples of Gaussian random field for which our result is applicable. Moreover, we solve a problem on the existence of collisions of the eigenvalues of random matrices with Gaussian random field entries that was left open in literature.

This is a joint work with Cheuk-Yin Lee, Jian Song and Yimin Xiao.

Abstract: In this talk I plan to describe some (old and new) results about orthogonal polynomials and polynomial reproducing kernel functions, defined with respect to weighted area measure on the plane. These objects appear naturally in connection with the 2D Coulomb gas at a particular inverse temperature, and they have recently been used to obtain several universality results for this model.

I will describe a number of equivalent characterisations of planar orthogonality, each offering its own inroad to study large-degree asymptotics. I will then focus on one recent PDE based approach which shares some resemblance with the Riemann-Hilbert approach to orthogonal polynomials on the real line. One of the main results is a surprisingly simple global asymptotic formula for the one-point function (for finite N).

The talk is based on joint work with Hedenmalm (KTH) and work in progress with Giandinoto (Stockholm University).

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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.