Johannes Alt

Graduate Seminar on Probability Theory: Topics in Random Matrix Theory

Summer Term 2025

Lecturer: Prof. Dr. Johannes Alt

 

The seminar deals with large random matrices with independent, identically distributed entries. They are the fundamental examples of non-Hermitian random matrices. The celebrated circular law states that their eigenvalues concentrate on a disc in the complex plane when the matrix size tends to infinite. 

News 

  • The time of the seminar has been changed to Tuesdays 4 pm to 6 pm due to an overlap with the lecture Adv. Topics in Probability Theory by Prof. Ferrari.
  • Preliminary meeting: 28.01.25, 16:15 Uhr, room 2.040.
  • If you can't come to the preliminary meeting please contact Johannes Alt via email.
  • This webpage is still under construction! 

Prerequisites

Measure theory and probability. Some basic knowledge in complex analysis is helpful but not necessary for all talks.  

Time and Place

Tuesdays, 4 pm (ct.) to 6 pm, Seminar room N0.003.  

 

References 

The first talks will be based on the following reference. Further references will be announced.  

[BC]  C. Bordenave and D. Chafai, Probab. Surv. 9 (2012), pp. 1–89. Freely available at https://arxiv.org/abs/1109.3343
  
  
  

 

 

 

Links