Abstract

Random matrix theory studies various properties of the eigenvalues of a random matrix. In this talk, I will introduce the Wigner matrix. We will look at the limiting eigenvalue distribution of the Wigner matrix and other popular results about Wigner matrix. If time permits, I will talk about the sum of a Wigner matrix and an arbitrary Hermitian matrix and discuss its relation to free probability.

WebEx Link: https://nationaltaiwanuniversity-ksz.my.webex.com/nationaltaiwanuniversity-ksz.my/j.php?MTID=mb3380db44ce9e55bb947f35e4de050c8