SMS scnews item created by Mary Myerscough at Wed 28 Aug 2013 1729
Type: Seminar
Distribution: World
Expiry: 4 Sep 2013
Calendar1: 4 Sep 2013 1400-1500
CalLoc1: AGR Carslaw 829
Auth: marym@vlan-2671-10-17-36-23.staff.wireless.sydney.edu.au (mmye5626) in SMS-WASM

# Applied Maths Seminar: Sheehan Olver -- Numerical Random Matrix Theory

Speaker: Sheehan Olver

Topic: Numerical Random Matrix Theory

Abstract: Random matrix theory has undergone significant theoretical progress in the
last two decades, including proofs on universal behaviour of eigenvalues as the matrix
dimension becomes large, and a deep connection between algebraic manipulations of random
matrices and free probability theory.  Underlying many of the analytical advances are
tools from complex analysis.  By developing numerical versions of these tools, it is now
possible to calculate random matrix statistics to high accuracy, leading to new
conjectures on the behaviour of random matrices.  We overview recent advances in this
direction.

Lunch: If you would like to come to lunch at the Grandstand with the speaker, please
meet at 12.30 by the lifts on Level 6.


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