October 20, 2016
10:20 am
-
11:15 am
Cockins Hall 240
Title: The eigenvalue spacing of iid random matrices
Speaker: Stephen Ge (UCLA)
Abstract: We will discuss the minimum distance between pairs of eigenvalues of an iid random matrix. Assuming each entry's distribution has independent real and imaginary parts, we deduce a polynomial tail bound from known least singular value results. The second part of the talk will discuss the complications that arise when the matrix entries are real-valued.
