Add to ORKGCertain iterative numerical algorithms for computing eigenvalues have an unexpected connection to completely integrable Hamiltonian systems. Thus, the algorithm may be thought of as a particularly nice dynamical system on the space of symmetric matrices. A few years ago, we investigated the behavior of these dynamical systems on random matrices and found an intriguing form of universality for the fluctuations in "halting times". I'll present a tentative explanation for this universality and its connection to beta ensembles. This is joint work with several people: Percy Deift and Tom Trogdon (Courant), Enrique Pujals (IMPA) and Christian Pfrang (JP Morgan).Non UBCUnreviewedAuthor affiliation: Brown UniversityFacult
The standard approach to dynamical random matrix models relies on the description of trajectories of...
Abstract Chaos and complexity entail an entropic and computational obstruction to describing a syste...
This book explores the remarkable connections between two domains that, a priori, seem unrelated: Ra...
We derive the exact form of the eigenvalue spectra of correlation matrices derived from a set of tim...
The most classical problem in random matrix theory is to specify a natural joint distribution for th...
Thesis (Ph.D.)--University of Washington, 2013The goal of this thesis is to develop one of the threa...
The set of Hamiltonians generated by all unitary transformations from a single Hamiltonian is the la...
Random matrix theory allows one to deduce the eigenvalue spectrum of a large matrix given only stati...
Akemann G, Burda Z, Kieburg M. From integrable to chaotic systems: Universal local statistics of Lya...
Abstract. Balian’s program of assigning a probability distribution to a random matrix is exploited t...
Random matrix theory allows one to deduce the eigenvalue spectrum of a large matrix given only stati...
I will explain how tools from the theory of partial differential equations can be used to compute th...
Abstract. We present a simple, heuristic justification for the diagonal approximation in the periodi...
The Wigner-Dyson-Gaudin-Mehta conjecture asserts that the local eigenvalue statistics of large real ...
The goal of this article is to study how much the eigenvalues of large Hermitian random matrices dev...
The standard approach to dynamical random matrix models relies on the description of trajectories of...
Abstract Chaos and complexity entail an entropic and computational obstruction to describing a syste...
This book explores the remarkable connections between two domains that, a priori, seem unrelated: Ra...
We derive the exact form of the eigenvalue spectra of correlation matrices derived from a set of tim...
The most classical problem in random matrix theory is to specify a natural joint distribution for th...
Thesis (Ph.D.)--University of Washington, 2013The goal of this thesis is to develop one of the threa...
The set of Hamiltonians generated by all unitary transformations from a single Hamiltonian is the la...
Random matrix theory allows one to deduce the eigenvalue spectrum of a large matrix given only stati...
Akemann G, Burda Z, Kieburg M. From integrable to chaotic systems: Universal local statistics of Lya...
Abstract. Balian’s program of assigning a probability distribution to a random matrix is exploited t...
Random matrix theory allows one to deduce the eigenvalue spectrum of a large matrix given only stati...
I will explain how tools from the theory of partial differential equations can be used to compute th...
Abstract. We present a simple, heuristic justification for the diagonal approximation in the periodi...
The Wigner-Dyson-Gaudin-Mehta conjecture asserts that the local eigenvalue statistics of large real ...
The goal of this article is to study how much the eigenvalues of large Hermitian random matrices dev...
The standard approach to dynamical random matrix models relies on the description of trajectories of...
Abstract Chaos and complexity entail an entropic and computational obstruction to describing a syste...
This book explores the remarkable connections between two domains that, a priori, seem unrelated: Ra...