Central Limit Theorem for Linear Statistics of Eigenvalues of Large Random Matrices
主 题: Central Limit Theorem for Linear Statistics of Eigenvalues of Large Random Matrices
报告人: 李凌云 博士 (University of California, Davis)
时 间: 2015-12-14 15:00-16:00
地 点: 365bet体育官网理科一号楼 1479
Random Matrix Theory has important applications in Quantum Theory, Statistical Mechanics, Multivariate Statistical Analysis, Quantum Chaos, Theoretical Computer Science, and Mathematics. In this talk, I will present two results we have proved recently: 1. The Central Limit Theorem for linear statistics of the eigenvalues of band random matrices provided $\sqrt{n}<