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Randomly coupled differential equations and non-Hermitian random matrices

Vienna Probability Seminar

Date: Tuesday, November 26, 2019 16:30 - 17:30
Speaker: David Renfrew (IST Austria)
Location: IST Austria, Heinzel SR / Ground floor, Office Bldg West (I21.EG.101)
Series: Mathematics and CS Seminar
Host: M. Beiglboeck, N. Berestycki, L. Erdoes, J. Maas

We consider large random matrices, whose entries can contain non-trivial correlations and possibly different variances, and compute the limiting support of their eigenvalues, as well as the trace of f(X)g(X*) for analytic test functions f and g. We then consider applications to long time asymptotics for systems of critically coupled differential equations with random coefficients.

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