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About random matrices

Monday, March 29, 2021 - 11:00am

Speaker:   Djalil Chafaï, Université Paris-Dauphine / PSL

Abstract:   This talk will introduce a series of works developed in the last decade on the topic of high-dimensional random matrix models. In particular, the talk will cover a recent work in collaboration with Charles Bordenave and David Garcia-Zelada which simply states that for a random square matrix with independent and identically distributed entries of zero mean and unit variance, in high dimension, the spectral radius is equivalent to the square root of the dimension.