[CvGmt News] seminario Figalli 29/4

[Daniele Castorina]

Carissimi,

vi segnalo il prossimo seminario di ED a Roma Tor Vergata:


    Giovedi' 29 Maggio 2014, h 12:15, Aula Dal Passo


    Alessio Figalli (University of Texas at Austin)


    "A transportation approach to random matrices"

    Abstract
    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.


-- 
Daniele Castorina
Dipartimento di Matematica - Studio 1221
Università di Roma "Tor Vergata"
Via della Ricerca Scientifica 00133 Roma
email: castorin at mat.uniroma2.it
tel: +390672594653

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