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Carissimi,<br>
<br>
vi segnalo il prossimo seminario di ED a Roma Tor Vergata:<br>
<h2><font color="#ff0000">Giovedi'</font> 29 Maggio 2014, h <font
color="#ff0000">12:15</font>, Aula Dal Passo
</h2>
<h2>Alessio Figalli (University of Texas at Austin)
</h2>
<h2>”A transportation approach to random matrices”<br>
<br>
Abstract<br>
Optimal transport theory is an efficient tool to construct change
of variables between probability densities. However, when it comes
to the regularity of these maps, one cannot hope to obtain
regularity estimates that are uniform with respect to the
dimension except in some very special cases (for instance, between
uniformly log-concave densities).
In random matrix theory the densities involved (modeling the
distribution of the eigenvalues) are pretty singular, so it seems
hopeless to apply optimal transport theory in this context.
However, ideas coming from optimal transport can still be used to
construct approximate transport maps (i.e., maps which send a
density onto another up to a small error) which enjoy regularity
estimates that are uniform in the dimension. Such maps can then be
used to show universality results for the distribution of
eigenvalues in random matrices.
The aim of this talk is to give a self-contained presentation of
these results.
</h2>
<br>
<pre class="moz-signature" cols="72">--
Daniele Castorina
Dipartimento di Matematica - Studio 1221
Università di Roma "Tor Vergata"
Via della Ricerca Scientifica 00133 Roma
email: <a class="moz-txt-link-abbreviated" href="mailto:castorin@mat.uniroma2.it">castorin@mat.uniroma2.it</a>
tel: +390672594653</pre>
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