Date:
Thu, 25/05/201713:00-14:00
Location:
Ross 70
Abstract: Consider a random matrix with i.i.d. normal entries. Since its distribution is invariant under rotations, any normalized eigenvector is uniformly distributed over the unit sphere. For a general distribution of the entries, this is no longer true. Yet, if the size of the matrix is large, the eigenvectors are distributed approximately uniformly. This property, called delocalization, can be quantified in various senses. In these lectures, we will discuss recent results on delocalization for general random matrices.