About random matrices

Mon March 29th 2021, 11:00am
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.