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A Short Introduction to Operator Limits of Random Matriecs.pdf

math.toronto.edu · 7,911 words · saved by 1 readers

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A Short Introduction to Operator Limits of Random Matrices Diane Holcomb and Bálint Virág Abstract. These are notes to a four-lecture minicourse given at the 2017 PCMI Summer Session on Random Matrices. We give a quick introduction to the theory of large random matrices by taking limits that preserve their operator structure, rather than just their eigenvalues. The operator structure takes the role of exact formulas, and allows for results in the context of general β-ensembles. Along the way, we cover a…

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