Randomly coupled differential equations and non-Hermitian random matrices

26.11.2019 16:30 - 17:30

David Renfrew (IST Austria)


We consider large random matrices, whose entries can contain non-trivial correlations and possibly different variances, and compute the limiting support of their eigenvalues, as well as the trace of f(X)g(X*) for analytic test functions f and g. We then consider applications to long time asymptotics for systems of critically coupled differential equations with random coefficients.

M. Beiglböck, N. Berestycki, L. Erdös, J. Maas
IST Austria, Heinzel SR / Ground floor, Office Bldg West (I21.EG.101)