Probability Seminar
Spring 2024
Thursdays at 2:30 PM either in 901 Van Vleck Hall or on Zoom
We usually end for questions at 3:20 PM.
January 25, 2024: Tatyana Shcherbina (UW-Madison)
Characteristic polynomials of sparse non-Hermitian random matrices
We consider the asymptotic local behavior of the second correlation functions of the characteristic polynomials of sparse non-Hermitian random matrices $X_n$ whose entries have the form $x_{jk}=d_{jk}w_{jk}$ with iid complex standard Gaussian $w_{jk}$ and normalized iid Bernoulli$(p)$ $d_{jk}$. If $p\to\infty$, the local asymptotic behavior of the second correlation function of characteristic polynomials near $z_0\in \mathbb{C}$ coincides with those for Ginibre ensemble of non-Hermitian matrices with iid Gaussian entries: it converges to a determinant of the Ginibre kernel in the bulk $|z_0|<1$, and it is factorized if $|z_0|>1$. It appears, however, that for the finite $p>0$, the behavior is different and it exhibits the transition between three different regimes depending on values $p$ and $|z_0|^2$. This is the joint work with Ie. Afanasiev.
February 1, 2024: Patrick Lopatto (Brown)
Optimal rigidity and maximum of the characteristic polynomial of Wigner matrices
We consider two related questions about the extremal statistics of Wigner matrices (random symmetric matrices with independent entries). First, how much can their eigenvalues fluctuate? It is known that the eigenvalues of such matrices display repulsive interactions, which confine them near deterministic locations. We provide optimal estimates for this “rigidity” phenomenon. Second, what is the behavior of the maximum of the characteristic polynomial? This is motivated by a conjecture of Fyodorov–Hiary–Keating on the maxima of logarithmically correlated fields, and we will present the first results on this question for Wigner matrices. This talk is based on joint work with Paul Bourgade and Ofer Zeitouni.
February 8, 2024: Benoit Dagallier (NYU), online talk: https://uwmadison.zoom.us/j/95724628357
Stochastic dynamics and the Polchinski equation
I will discuss a general framework to obtain large scale information in statistical mechanics and field theory models. The basic, well known idea is to build a dynamics that samples from the model and control its long time behaviour. There are many ways to build such a dynamics, the Langevin dynamics being a typical example. In this talk I will introduce another, the Polchinski dynamics, based on renormalisation group ideas. The dynamics is parametrised by a parameter representing a certain notion of scale in the model under consideration. The Polchinski dynamics has a number of interesting properties that make it well suited to study large-dimensional models. It is also known under the name stochastic localisation. I will mention a number of recent applications of this dynamics, in particular to prove functional inequalities via a generalisation of Bakry and Emery's convexity-based argument. The talk is based on joint work with Roland Bauerschmidt and Thierry Bodineau and the recent review paper https://arxiv.org/abs/2307.07619 .
February 15, 2024: Brian Rider (Temple)
A matrix model for conditioned Stochastic Airy
There are three basic flavors of local limit theorems in random matrix theory, connected to the spectral bulk and the so-called soft and hard edges. There also abound a collection of more exotic limits which arise in models that posses degenerate (or “non-regular”) points in their equilibrium measure. What is more, there is typically a natural double scaling about these non-regular points, producing limit laws that transition between the more familiar basic flavors. Here I will describe a general beta matrix model for which the appropriate double scaling limit is the Stochastic Airy Operator, conditioned on having no eigenvalues below a fixed level. I know of no other random matrix double scaling fully characterized outside of beta = 2. This is work in progress with J. Ramirez (University of Costa Rica).
February 22, 2024: TBA
TBA
February 29, 2024: Zongrui Yang (Columbia)
TBA
March 7, 2024: Atilla Yilmaz (Temple)
TBA
March 14, 2024: Eric Foxall (UBC Okanagan)
TBA
March 21, 2024: Semon Rezchikov (Princeton)
TBA
March 28, 2024: Spring Break
TBA
April 4, 2024: Christopher Janjigian (Purdue)
TBA
April 11, 2024: Bjoern Bringman (Princeton)
TBA
April 18, 2024: TBA
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April 25, 2024: Colin McSwiggen (NYU)
TBA
May 2, 2024: Anya Katsevich (MIT)
TBA