Tridiagonal random matrices

报告人： 张登博士， 上海交通大学 

报告题目：Tridiagonal random matrices

时间：2018年4月2日下午3:00-4:00

地点：浙江大学玉泉校区逸夫工商管理楼200-9

摘要：In this talk we consider quite general tridiagonal random matrices, including the random birth-death Q matrix, the Anderson model as well as beta-Hermite ensembles. We first show the existence and convolution formulation for limiting spectral distributions of random birth-death Q matrices. Moreover, the Gaussian fluctuations as well as deviations of traces are obtained for general tridiagonal random matrices. The proof relies on a new path expansion of traces based on the types of circuits determined by the tridiagonal structure.

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联系人： 苏中根 suzhonggen@zju.edu.cn,  87953676

浙江大学数学科学学院

统计研究所

2018-03-30