Random Matrices: Law of the Determinant

Series: 
School of Mathematics Colloquium
Friday, February 8, 2013 - 15:00
1 hour (actually 50 minutes)
Location: 
Skiles 005
,  
Yale University
Organizer: 
Random matrix theory is a fast developing topic with connections to so many areas of mathematics: probability, number theory, combinatorics, data analysis, mathematical physics, to mention a few. The determinant is one of the most studied matrix functionals. In our talk, we are going to  give a brief survey on the studies  of this functional, dated back to Turan in the 1940s. The main focus will be on recent developments that establish the limiting law in various models.