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 SzegĂ¶ 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.
12:00pm
1:00pm
2:00pm
3:00pm
4:00pm
5:00pm
6:00pm
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 SzegĂ¶ 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.