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.

Description

Ramanujan Hall, Department of Mathematics

Date

Thu, February 7, 2019

Start Time

11:30am IST

Priority

5-Medium

Access

Public

Created by

DEFAULT ADMINISTRATOR

Updated

Sun, February 3, 2019 11:47pm IST