Random Matrices and Universality II

Spring term 2020

Lecturer: Johannes Alt

We continue the spectral analysis of random matrices from the course Random matrices and universality I of the Winter term 2019. The main goal of the course is understanding several instances of the universality phenomenon in random matrix theory. This is, that many microscopic statistics of a random matrix, i.e. statistics on the scale of the typical eigenvalue fluctuations, do not depend on fine details of the random matrix ensemble but solely its basic symmetry type. The basic tools will be Green function comparison theorems and a detailed analysis of Dyson Brownian motion, a stochastic dynamics on the eigenvalues of a matrix.

Time and place

Lecture:   Tuesday, 9:15 - 11:00     Room SM17
Exercise class:   Tuesday, 11:15 - 12:00     Room SM17


Videos of the lectures

Since the course is part of the Master Class in Mathematical Physics 2019-2020 of the NCCR Swissmap, the lectures are recorded and can be found in the Master Class playlist on youtube.

Direct links

  1st lecture:     March 3   Video
  2nd lecture:     March 9   Video
  3rd lecture:     March 17   Video
  4th lecture:     March 24   Video
  5th lecture:     March 31   Video
  6th lecture:     April 7   Video
  7th lecture:     April 21   Video
  8th lecture:     April 28   Video
  9th lecture:     May 5   Video
  10th lecture:     May 12   Video
  11th lecture:     May 19   Video
  12th lecture:     May 26   Video

Homework exercises

The homework exercises are posted weekly on Moodle.


--- Last updated on May 27, 2020 ---