Random matrices, log-gases and Hölder regularity

L. Erdös, in:, Kyung Moon SA Co. Ltd., 2014, pp. 214–236.

Conference Paper | Published | English
Department
Series Title
Proceedings of the International Congress of Mathematicians
Abstract
The Wigner-Dyson-Gaudin-Mehta conjecture asserts that the local eigenvalue statistics of large real and complex Hermitian matrices with independent, identically distributed entries are universal in a sense that they depend only on the symmetry class of the matrix and otherwise are independent of the details of the distribution. We present the recent solution to this half-century old conjecture. We explain how stochastic tools, such as the Dyson Brownian motion, and PDE ideas, such as De Giorgi-Nash-Moser regularity theory, were combined in the solution. We also show related results for log-gases that represent a universal model for strongly correlated systems. Finally, in the spirit of Wigner’s original vision, we discuss the extensions of these universality results to more realistic physical systems such as random band matrices.
Publishing Year
Date Published
2014-08-01
Acknowledgement
The author is partially supported by SFB-TR 12 Grant of the German Research Council.
Volume
3
Page
214 - 236
Conference
ICM: International Congress of Mathematicians
Conference Location
Seoul, Korea
Conference Date
2014-08-13 – 2014-08-21
IST-REx-ID

Cite this

Erdös L. Random matrices, log-gases and Hölder regularity. In: Vol 3. Kyung Moon SA Co. Ltd.; 2014:214-236.
Erdös, L. (2014). Random matrices, log-gases and Hölder regularity (Vol. 3, pp. 214–236). Presented at the ICM: International Congress of Mathematicians, Seoul, Korea: Kyung Moon SA Co. Ltd.
Erdös, László. “Random Matrices, Log-Gases and Hölder Regularity,” 3:214–36. Kyung Moon SA Co. Ltd., 2014.
L. Erdös, “Random matrices, log-gases and Hölder regularity,” presented at the ICM: International Congress of Mathematicians, Seoul, Korea, 2014, vol. 3, pp. 214–236.
Erdös L. 2014. Random matrices, log-gases and Hölder regularity. ICM: International Congress of Mathematicians, Proceedings of the International Congress of Mathematicians, vol. 3. 214–236.
Erdös, László. Random Matrices, Log-Gases and Hölder Regularity. Vol. 3, Kyung Moon SA Co. Ltd., 2014, pp. 214–36.

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