Eigenvalues of random non-Hermitian matrices and randomly coupled differential equations

Időpont: 
2017. December 07. 16:15 to 18:00
Helyszín: 
Building H room 306
Kategória: 
Előadás
Szervezés: 
BME-egyetem
Kapcsolattartó: 
Department of Stochastics

Lecturer: David Renfrew (IST Austria)

Abstract: We consider large random matrices with centered, independent entries but possibly different variances and compute the limiting distribution of eigenvalues. We then consider applications to long time asymptotics for systems of critically coupled differential equations with random coefficients.