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When J. Ginibre met E. Schrödinger

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Authors : Bothner, Thomas (Author of the conference)
CIRM (Publisher )

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Abstract : The real Ginibre ensemble consists of square real matrices whose entries are i.i.d. standard normal random variables. In sharp contrast to the complex and quaternion Ginibre ensemble, real eigenvalues in the real Ginibre ensemble attain positive likelihood. In turn, the spectral radius of a real Ginibe matrix follows a different limiting law for purely real eigenvalues than for non-real ones. Building on previous work by Rider, Sinclair and Poplavskyi, Tribe, Zaboronski, we will show that the limiting distribution of the largest real eigenvalue admits a closed form expression in terms of a distinguished solution to an inverse scattering problem for the Zakharov-Shabat system. This system is directly related to several of the most interesting nonlinear evolution equations in 1+1 dimensions which are solvable by the inverse scattering method, for instance the nonlinear Schr¨odinger equation. The results of this talk are based on the recent preprint arXiv:1808.02419, joint with Jinho Baik.

MSC Codes :
45M05 - Asymptotics
60B20 - Random matrices (probabilistic aspects)
60G70 - Extreme value theory; extremal processes

Additional resources :
https://www.cirm-math.fr/RepOrga/2104/Slides/Bothner.pdf

    Information on the Video

    Film maker : Recanzone, Luca
    Language : English
    Available date : 09/05/2019
    Conference Date : 11/04/2019
    Subseries : Research talks
    arXiv category : Probability ; Mathematical Physics
    Mathematical Area(s) : Mathematical Physics ; Probability & Statistics
    Format : MP4 (.mp4) - HD
    Video Time : 00:50:17
    Targeted Audience : Researchers
    Download : https://videos.cirm-math.fr/2019-04-11_Bothner.mp4

Information on the Event

Event Title : Chaire Jean-Morlet : Equation intégrable aux données initiales aléatoires / Jean-Morlet Chair : Integrable Equation with Random Initial Data
Event Organizers : Basor, Estelle ; Bufetov, Alexander ; Cafasso, Mattia ; Grava, Tamara ; McLaughlin, Ken
Dates : 08/04/2019 - 12/04/2019
Event Year : 2019
Event URL : https://www.chairejeanmorlet.com/2104.html

Citation Data

DOI : 10.24350/CIRM.V.19517103
Cite this video as: Bothner, Thomas (2019). When J. Ginibre met E. Schrödinger. CIRM. Audiovisual resource. doi:10.24350/CIRM.V.19517103
URI : http://dx.doi.org/10.24350/CIRM.V.19517103

See Also

Bibliography

  • Baik, J., & Bothner, T. (2018). The largest real eigenvalue in the real Ginibre ensemble and its relation to the nonlinear Schrödinger equation. arXiv preprint arXiv:1808.02419. - arXiv:1808.02419v3



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