January 19:
January 26:
February 2: Ander Aguirre (Ohio State University)
Title: CLTs for Pair Dependent Statistics of Circular Beta Ensembles
Abstract: In this talk we give an overview of recent results on the fluctuation of the statistic \sum_{i\neq j} f(L_N(\theta_i-\theta_j)) for the Circular Beta Ensemble in the global, mesoscopic and local regimes. This work is morally related to Johansson’s 1988 CLT for the linear statistic \sum_i f(\theta_i) and Lambert’s subsequent 2019 extension to the mesoscopic regime. The special case of the CUE (\beta=2) in the local regime L_N=N is motivated by Montgomery’s study of pair correlations of the rescaled zeros of the Riemann zeta function. Our techniques are of combinatorial nature for the CUE and analytical for \beta\neq2.
February 9:
February 16: Hugo Falconet (NYU)
Title: Liouville quantum gravity from random matrix dynamics
Abstract: The Liouville quantum gravity measure is a properly renormalized exponential of the 2d GFF. In this talk, I will explain how it appears as a limit of natural random matrix dynamics: if (U_t) is a Brownian motion on the unitary group at equilibrium, then the measures $|det(U_t – e^{i theta}|^gamma dt dtheta$ converge to the 2d LQG measure with parameter $gamma$, in the limit of large dimension. This extends results from Webb, Nikula and Saksman for fixed time. The proof relies on a new method for Fisher-Hartwig asymptotics of Toeplitz determinants with real symbols, which extends to multi-time settings. I will explain this method and how to obtain multi-time loop equations by stochastic analysis on Lie groups.
February 23:
March 2 (Arnold Classic – Hotels are scarce):
March 9: Sumit Mukherjee (Columbia University)
Title: Asymptotic Distribution of Quadratic Forms
Abstract: In this talk we will give an exact characterization for the asymptotic distribution of quadratic forms in IID random variables with finite second moment, where the underlying matrix is the adjacency matrix of a graph. In particular we will show that the limit distribution of such a quadratic form can always be expressed as the sum of three independent components: a Gaussian, a (possibly) infinite sum of centered chi-squares, and a Gaussian with a random variance. As a consequence, we derive necessary and sufficient conditions for asymptotic normality, and universality of the limiting distribution.
This talk is based on joint work with B. B. Bhattacharya, S. Das, and S. Mukherjee.
March 16: Spring Break (no talks)
March 23: Chris Hoffman (U. Washington)
March 30: Roger Van Peski (MIT)
April 6:
April 13: Brian Rider (Temple University)
April 20: Xiaoyu Dong (University of Michigan)
April 27: Colin Defant (MIT) [Seminar will be held at 2pm in CH 232]