Campuses:

Spiked Random Matrix Edge Laws

Wednesday, April 29, 2015 - 2:00pm - 2:50pm
Keller 3-180
Brian Rider (Temple University)
I will present a family of random (compact) integral operators which encode the distributions of the critically spiked hard edge eigenvalues, i.e., the bottom of the spectrum of certain Wishart/Laguerre ensembles. A potential source of interest in these objects is that they posses degenerations which reproduce the known deformed Tracy-Widom laws (corresponding to the spiked soft edge). Many probabilistic/analytic questions remain, as I will describe.

Joint work with Jose Ramirez (Univ. Costa Rica).
MSC Code: 
47G10