Special Colloquium

Speaker: | Ching Wei Ho (Indiana University) |

Title: | The eigenvalues of the sum of a Hermitian matrix and an imaginary multiple of the GUE |

Time: | 2020-12-03 (Thu.) 11:00 - 12:00 |

Place: | Auditorium, 6 Floor, Institute of Mathematics (NTU Campus) |

Abstract: | Wigner computed that the limiting eigenvalue distribution of the Gaussian unitary ensemble (GUE) is the semicircle law in 1955. Random matrix theory then has been rapidly developed for decades; remarkably, in the 90s, Voiculescu discovered that free probability theory can be used to study random matrices. In this talk, I will speak on my recent work with Brian Hall, where we use free probability to compute the limiting eigenvalue distribution of the sum of a deterministic Hermitian matrix and an imaginary multiple of a GUE. Unless the Hermitian matrix is a zero matrix, this random matrix is almost surely non-normal. |

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