CMIT | Tangent Tuesdays : Talk by Anvitha Bhat in 9th Sept

Title- Random matrix theory
Speaker- Anvitha Bhat (BSMS 22, interned at IISc banglore)
Date- 9th September 2025 (Tuesday) | 9 pm
Venue- MSB410

Abstract- Random random matrix is a matrix whose entries are random variables. Depending on the distribution of the random variables, we can study various properties of the matrix. A topic of interest is the distribution of eigenvalues and the empirical spectral distribution of a random matrix. In this talk, I derive the empirical spectral distribution for the simplest non-trivial random matrix (a tridiagonal matrix with i.i.d entries). We use this result to prove Wigner's semicircle law which is one of the first important results in random matrix theory.