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Hermitian matrix models with spiked external source December 01, 2010
Parent Program: --
Location: MSRI: Simons Auditorium
Speaker(s) Jinho Baik (University of Michigan)
Description Abstract: The limiting of the largest eigenvalue of deformed GUE and deformed
LUE exhibits a phase transition phenomena. An extension of these models is
a random matrix model with general potential and spiked external source.
We show that the transitional behavior is universal among the convex
potentials, but non-convex potentials can have non-universal transitions.
This is a joint work with Dong Wang.
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