Speaker:
Professor Jinho Baik
Institution:
University of Michigan
Time:
Tuesday, October 26, 2010 - 11:00am
Location:
RH 306
If a random Hermitian Gaussian matrix (GUE matrix) is perturbed additively by a matrix of small rank, the largest eigenvalue undergoes a transition depending on the spectrum of the added matrix. We consider a generalization of this case with general potential. When the potential is convex, the transition phenomenon is universal. However, for non-convex potentials, new types of transition may occur. This is a joint work with Dong Wang.