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SUMMARY:Michel Pain (NYU Courant)
DTSTART:20210129T173000Z
DTEND:20210129T183000Z
DTSTAMP:20260423T024555Z
UID:PatC/25
DESCRIPTION:Title: <a href="https://researchseminars.org/talk/PatC/25/">Op
 timal local law and central limit theorem for beta-ensembles</a>\nby Miche
 l Pain (NYU Courant) as part of Probability and the City Seminar\n\n\nAbst
 ract\nIn this talk\, I will present a joint work with Paul Bourgade and Kr
 ishnan Mody. We consider beta-ensembles with general potentials (or equiva
 lently a log-gas in dimension 1)\, which are a generalization of Gaussian 
 beta-ensembles and of classical invariant ensembles of random matrices. We
  prove a multivariate central limit theorem for the logarithm of the chara
 cteristic polynomial\, showing that it behaves as a log-correlated field. 
 A key ingredient is an optimally sharp local law for the the Stieljes tran
 sform of the empirical measure which can be of independent interest. Both 
 the proofs of the CLT and the local law are based essentially on loop equa
 tions techniques.\n
LOCATION:https://researchseminars.org/talk/PatC/25/
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