Vladislav Kargin
Stanford University
Title: On eigenvalues of a sum of random matrices
Abstract: Let H=A+UBU* where A and B are two N-by-N Hermitian matrices and U is a random unitary transformation. When N is large, the point measure of eigenvalues of H fluctuates near a probability measure which depends only on eigenvalues of A and B. In this talk, I will discuss this limiting measure and explain a result about convergence to the limit in a local regime.
©2010, Department of Mathematical Sciences
Last Modified: February 26, 2009