Universal Covariance Formula for Linear Statistics on Random Matrices

Universal Covariance Formula for Linear Statistics on Random Matrices

Seminar author:Fabio Deelan Cunden

Event date and time:09/30/2014 03:00:pm

Event location:IFAE seminar room

Event contact:

Eigenvalues of random matrices provide a prominent example of strongly correlated random variables. The issue of fluctuations of linear statistics on random matrices (sum functions of the eigenvalues) has a long history in the physics and mathematics literature.
After a pedagogical introduction, I will present a recent universal covariance formula for large dimensional random matrices. I will provide some applications – asymptotic decorrelation for traces of powers of random matrices, the joint statistics of conductance and shot noise in ideal chaotic cavities, and the joint distribution of local Renyi’s entropies of random quantum states.

For more details see
http://journals.aps.org/prl/abstract/10.1103/PhysRevLett.113.070202
or on the arXiv:
http://arxiv.org/abs/1405.4763