Student Probability Seminar

Gaussian fluctuations of the determinant of Wigner Matrices

Speaker: Krishnan Mody, CIMS

Location: Warren Weaver Hall 1314

Date: Monday, April 22, 2019, 12:30 p.m.


In this talk, we will prove a central limit theorem for the logarithm of the determinant of a Wigner matrix. The proof follows the so-called three step strategy, and makes use of recent and refined results in the random matrix theory literature, which we aim to highlight. Time permitting, we will discuss how essentially the same proof allows one to quantify the fluctuations of individual eigenvalues of Wigner matrices.