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Tokyo Probability Seminar
Seminar information archive ～05/01｜Next seminar｜Future seminars 05/02～
| Date, time & place | Monday 16:00 - 17:30 126Room #126 (Graduate School of Math. Sci. Bldg.) |
|---|---|
| Organizer(s) | Makiko Sasada, Shuta Nakajima, Masato Hoshino |
2024/10/21
16:00-17:30 Room #126 (Graduate School of Math. Sci. Bldg.)
We are having teatime from 15:15 in the common room on the second floor. Please join us.
Kohei Noda (Institute for Industrial Mathematics, Kyushu University)
Scaling limits of non-Hermitian Wishart random matrices and their applications (日本語)
We are having teatime from 15:15 in the common room on the second floor. Please join us.
Kohei Noda (Institute for Industrial Mathematics, Kyushu University)
Scaling limits of non-Hermitian Wishart random matrices and their applications (日本語)
[ Abstract ]
This talk is based on joint work and an ongoing project with Sung-Soo Byun (Seoul National University) on the scaling limits of non-Hermitian Wishart random matrices, which were introduced in the context of quantum chromodynamics with a baryon chemical potential, and their probabilistic applications. We present a robust argument, a generalized Christoffel-Darboux type identity, to obtain the scaling limits of eigenvalue point processes (determinantal/Pfaffian point processes) for non-Hermitian Wishart ensembles. Additionally, I will discuss the fluctuation of real eigenvalues in non-Hermitian real Wishart ensembles.
This talk is based on joint work and an ongoing project with Sung-Soo Byun (Seoul National University) on the scaling limits of non-Hermitian Wishart random matrices, which were introduced in the context of quantum chromodynamics with a baryon chemical potential, and their probabilistic applications. We present a robust argument, a generalized Christoffel-Darboux type identity, to obtain the scaling limits of eigenvalue point processes (determinantal/Pfaffian point processes) for non-Hermitian Wishart ensembles. Additionally, I will discuss the fluctuation of real eigenvalues in non-Hermitian real Wishart ensembles.
