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Gökalp Alpan: Rank one hermitian and non-hermitian perturbations of hermitian random matrices

Time: Tue 2022-05-03 16.15 - 17.15

Location: Zoom, meeting ID: 698 3346 0369

Lecturer: Gökalp Alpan (Uppsala University)

Abstract

Dumitriu and Edelman (2002) provided tridiagonal random models to compute eigenvalue distribution for Gaussian and Laguerre ensembles. By generalizing this method, Kozhan (2017) was able to find tridiagonal models corresponding to rank one additive non-hermitian perturbations of Gaussian and Wishart ensembles and computed the eigenvalue distribution for the mentioned random matrices. I will survey the above results and discuss the recent results (joint work with Kozhan (2022)) on the eigenvalue distribution of rank one Hermitian and non-Hermitian perturbations of Chiral random matrices. If time permits, I will also report new results on rank one multiplicative non-Hermitian perturbations of the ensembles mentioned above.