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Probability and Combinatorics

Tuesday, April 9, 2019 - 3:00pm

Guillaume Dubach

NYU

Location

Temple University

Wachman Hall 617

Eigenvectors of non-hermitian matrices are non-orthogonal, and their distance to a unitary basis can be quantified through the matrix of overlaps. These variables also quantify the stability of the spectrum, and characterize the joint eigenvalues increments under Dyson-type dynamics. Overlaps first appeared in the physics literature, when Chalker and Mehlig calculated their conditional expectation for complex Ginibre matrices (1998). For the same model, we extend their results by deriving the distribution of the overlaps and their correlations (joint work with P. Bourgade). Similar results are expected to hold in other integrable models, and some have been established for quaternionic Gaussian matrices.