Fabrice Gamboa, Toulouse Institute 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.
Description
Ramanujan Hall, Department of Mathematics
Date
Thu, February 7, 2019
Start Time
11:30am IST
Priority
5-Medium
Access
Public
Created by
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Updated
Sun, February 3, 2019 11:47pm IST