Mini-Course: A brief introduction to random matrices (Cristoforo Iossa, UNIGE)

27.03.2025 17:30 – 18:15

Abstract: Random Matrix Theory (RMT) is a useful framework for modeling systems with a large number of degrees of freedom, ranging from quantum mechanics to big data. In this mini course we’ll go through the basics of RMT following the practical approach of this book (https://arxiv.org/abs/1712.07903), we’ll introduce the large N limit and cover some fundamental results such as Wigner’s semicircle law for eigenvalues. Along the way we’ll mention how these ideas appear for example in physics and finance. Citing the first line of the book:(https://arxiv.org/abs/1712.07903) “This is a course for absolute beginners. If you have heard about RMT, but you do not know what that is, then welcome!, this is the place for you”.

Lieu

Bâtiment: Conseil Général 7-9

6.13

entrée libre