Asymptotics of spherical integrals and large deviations in RMT

Mon November 8th 2021, 4:00pm
Sequoia 200
Alice Guionnet, ENS Lyon/MSRI

I will discuss how to obtain the asymptotics of (full rank) spherical integrals and use them to study the large deviations of the empirical measure of the eigenvalues of A+UBU^*.

This is based on joint work with Belinschi, Huang, and Zeitouni.