Docent lecture: Orthogonal polynomials and their application in Random Matrix Theory
- Date: –15:00
- Location: Ångströmlaboratoriet, Lägerhyddsvägen 1 Ångströmlaboratoriet, 4007
- Lecturer: Rostyslav Kozhan
- Contact person: Rostyslav Kozhan
- Phone: 018-471 3259
In this lecture we will present an introduction to the theory of orthogonal polynomials in its various settings.
In this lecture we will present an introduction to the theory of orthogonal polynomials in its various settings: on the real line, on the unit circle, on the complex plane, as well as some generalizations to the cases of matrix-valued, multiple, and multivariate orthogonality. We will discuss relationship between properties of orthogonal polynomials, recurrence coefficients, and the associated linear operators.
In the second half of the lecture we will explore some applications of orthogonal polynomials in the random matrix theory. Namely, we will present sparse matrix models and central limit theorems for the eigenvalues of various random matrix ensembles.
Chairperson: Professor Kaj Nyström
Representative of the Associate Professorship Board: Professor Carolina Wählby
The lecture is aimed at the broad mathematical audience and will be given in English.