Dear Colleagues,
Next Monday 29th March at 11am, we’ll have an online probability seminar with a talk given by Nicholas Simm.
Title: The characteristic polynomial of a random unitary matrix: from secular coefficients to holomorphic multiplicative chaos
Description: I will begin by introducing some basic questions / historical tidbits regarding eigenvalue statistics of random matrices. Then I will discuss some recent work concerning limit theorems for secular coefficients of random unitary matrices, which are the Fourier coefficients of the characteristic polynomial. This draws on ideas from Gaussian multiplicative chaos on the one hand, but also combinatorial structures such as magic squares and random permutations make an appearance. This is joint work with Joseph Najnudel (Bristol) and Elliot Paquette (McGill) , pre-print: https://arxiv.org/pdf/2011.01823.pdf.
If you are interested in attending, please write to Dr Minmin Wang ( minmin.wang@sussex.ac.uk) for the Zoom link.
Best wishes,
Enrico Scalas