Faculty in Mathematical Finance
Math Finance Home
Conferences
Seminars
People
Open Positions
Contact |
Probability and Computational Finance Seminar
Soumik Pal University of Washington Title: Eigenvalues of sparse random regular graphs Abstract: Adjacency matrices of sparse random regular graphs are long conjectured to lie within the universality class of random matrices. However, there are few rigorously known results. We focus on fluctuations of linear eigenvalue statistics of a stochastic process of such adjacency matrices growing in dimension. The idea is to compare with eigenvalues of minors of Wigner matrices whose fluctuation converges to the Gaussian Free Field. We show that linear eigenvalue statistics can be described by a family of Yule processes with immigration. Certain key features of the Free Field emerge as the degree tends to infinity. Based on joint work with Tobias Johnson.Date: Wednesday, October 24, 2012Time: 3:30 pmLocation: Wean Hall 8220Submitted by: ShreveNote: Seminar is on WEDNESDAY in WEAN HALL 8220 |