Thu, February 7, 2019
Public Access Category: All |
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- Time:
- 11:30am
- Location:
- Ramanujan Hall, Department of Mathematics
- Description:
- Probability Statistics seminar
Speaker: Fabrice Gamboa, Toulouse Institute of Mathematics
Time: Thursday 07 February, 11:30 am-- 12:30 am.
Venue: Ramanujan Hall.
Title: Sum rules and large deviations,
Abstract: In a famous paper published in Annals of Mathematics (2003),
Killip and Simon gave a Szegö like theorem for the circular law (sum
rule). The proof of this sum rule relies on mathematical analysis. This
sum rule relates the Kullback-Leibler information with respect to the
semi-circular law to coefficients involved in the recursive construction
of the orthogonal polynomials. Using the theory of large deviations for
random matrices we recover easily this sum rules and provide a full
machinery to establish and prove new ones.