Séminaire de Probabilités et statistique

  • Aide
  • Recherche
  • Facebook
  • Twitter
Laboratoire de mathématiques et de leurs applications (LMAP)

Contacts

Directeur du LMAP

Gilles CARBOU

gilles.carbou@univ-pau.fr (gilles.carbou @ univ-pau.fr)

 

Gestion administrative

gestion-lmap@univ-pau.fr (gestion-lmap @ univ-pau.fr)

 

Secrétariat

secretariat-lmap@univ-pau.fr (secretariat-lmap @ univ-pau.fr)

Tél : 05 59 40 75 13
      05 59 40 74 32

Fax : 05 59 40 75 55

PDF
Vous êtes ici :

Séminaire de Probabilités et statistique

Le séminaire a généralement lieu le jeudi, de 14h00 à 15h00, dans la salle de réunion de l'IUT STID (1er étage) et en visio avec la côte Basque

Organisateurs : Simplice Dossou-Gbété et Ghislain Verdier.

 

Prochainement : José Pérez Garmendia (CIMAT, Guanajuato, México)

Le 09-05-2019

Titre : Universality classes for general random matrix flows

 

Résumé : In this talk we will consider matrix-valued processes described as solutions to stochastic differential equations of a very general form. We study the family of the empirical measure-valued processes constructed from the corresponding eigenvalues. We show that the family indexed by the size of the matrix is tight under very mild assumptions on the coefficients of the initial SDE. We characterize the limiting distributions of its subsequences as solutions to an integral equation. We use this result to study some universality classes of random matrix flows. These generalize the classical results related to Dyson Brownian motion and squared Bessel particle systems. We study some new phenomenons as the existence of the generalized Marchenko-Pastur distributions supported on the real line. We also introduce universality classes related to generalized geometric matrix Brownian motions and Jacobi processes. Finally we study, under some conditions, the convergence of the empirical measure-valued process of eigenvalues associated to matrix flows to the law of a free diffusion.

 

 

Le programme de 2019