Large powers of random matrices

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Abstract/Contents

Abstract
This dissertation comprises five papers, concerned with Wishart and Wigner ensembles. The underlying technique for its results is the method of moments, which in random matrix theory amounts to computing expectations of traces of large powers of matrices and inferring from them properties of the eigenspectrum. The main novelties are twofold, employing trace differences, and using traces to obtain eigenvector universality for a broad family of distributions. This combinatorial approach contrasts with the prevalent means for tackling questions related to eigenspaces, local laws, which rely on resolvents and stochastic differential equations.

Description

Type of resource text
Form electronic resource; remote; computer; online resource
Extent 1 online resource.
Place California
Place [Stanford, California]
Publisher [Stanford University]
Copyright date 2023; ©2023
Publication date 2023; 2023
Issuance monographic
Language English

Creators/Contributors

Author Diaconu, Simona
Degree supervisor Papanicolaou, George
Thesis advisor Papanicolaou, George
Thesis advisor Dembo, Amir
Thesis advisor Ryzhik, Leonid
Degree committee member Dembo, Amir
Degree committee member Ryzhik, Leonid
Associated with Stanford University, School of Humanities and Sciences
Associated with Stanford University, Department of Mathematics

Subjects

Genre Theses
Genre Text

Bibliographic information

Statement of responsibility Simona Diaconu.
Note Submitted to the Department of Mathematics.
Thesis Thesis Ph.D. Stanford University 2023.
Location https://purl.stanford.edu/qb365mr5837

Access conditions

Copyright
© 2023 by Simona Diaconu
License
This work is licensed under a Creative Commons Attribution Non Commercial 3.0 Unported license (CC BY-NC).

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