English
Random orthogonal polynomials: from matrices to point processes
Multi angle
Auteurs : Holcomb, Diane (Auteur de la conférence)
CIRM (Editeur )
60B20 - Random matrices (probabilistic aspects)
15B52 - Random matrices
Ressources complémentaires :
https://www.cirm-math.fr/RepOrga/2104/Slides/Holcomb.pdf
CIRM (Editeur )
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Résumé :
For the commonly studied Hermitian random matrix models there exist tridiagonal matrix models with the same eigenvalue distribution and the same spectral measure $v_{n}$ at the vector $e_{1}$. These tridiagonal matrices give recurrence coefficients that can be used to build the family of random polynomials that are orthogonal with respect to νn. A similar bijection between spectral data and recurrence coefficients also holds for the Unitary ensembles. This time in stead of obtaining a tridiagonal matrix you obtain a sequence $\left \{ \alpha _{k} \right \}_{k=0}^{n-1}$ Szegö coefficients. The random orthogonal polynomials that are generated by this process may then be used to study properties of the original eigenvalue process.
These techniques may be used not just in the classical cases, but also in the more general case of $\beta $-ensembles. I will discuss various ways that orthogonal polynomials techniques may be applied including to show convergence of the Circular $\beta $-ensemble to $Sine_{\beta }$. I will finish by discussing a result on the maximum deviation of the counting function of Sineβ from it expected value. This is related to studying the phases of associated random orthogonal polynomials.
Codes MSC : These techniques may be used not just in the classical cases, but also in the more general case of $\beta $-ensembles. I will discuss various ways that orthogonal polynomials techniques may be applied including to show convergence of the Circular $\beta $-ensemble to $Sine_{\beta }$. I will finish by discussing a result on the maximum deviation of the counting function of Sineβ from it expected value. This is related to studying the phases of associated random orthogonal polynomials.
60B20 - Random matrices (probabilistic aspects)
15B52 - Random matrices
Ressources complémentaires :
https://www.cirm-math.fr/RepOrga/2104/Slides/Holcomb.pdf
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Informations sur la Vidéo
Réalisateur : Hennenfent, GuillaumeLangue : Anglais Date de Publication : 09/05/2019 Date de Captation : 08/04/2019 Sous Collection : Research talks Catégorie arXiv : Probability ; Mathematical Physics Domaine(s) : Physique Mathématique ; Probabilités & Statistiques Format : MP4 (.mp4) - HD Durée : 00:42:46 Audience : Chercheurs Download : https://videos.cirm-math.fr/2019-04-08_Holcomb.mp4 
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Informations sur la Rencontre
Nom de la Rencontre : Chaire Jean-Morlet : Equation intégrable aux données initiales aléatoires / Jean-Morlet Chair : Integrable Equation with Random Initial DataOrganisateurs de la Rencontre : Basor, Estelle ; Bufetov, Alexander ; Cafasso, Mattia ; Grava, Tamara ; McLaughlin, Ken Dates : 08/04/2019 - 12/04/2019 Année de la rencontre : 2019 URL de la Rencontre : https://www.chairejeanmorlet.com/2104.html
Données de citation
DOI : 10.24350/CIRM.V.19514803Citer cette vidéo: Holcomb, Diane (2019). Random orthogonal polynomials: from matrices to point processes. CIRM. Audiovisual resource. doi:10.24350/CIRM.V.19514803 URI : http://dx.doi.org/10.24350/CIRM.V.19514803 |
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