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Title:
Fluctuations of the Stieltjes transform of the empirical spectral distribution of selfadjoint polynomials in Wigner and deterministic diagonal matrices

Speaker:
Mireille Capitaine

Abstract:
We will present the following result. When the dimension goes to infinity, the recentered analytic process on nonreal complex numbers of nonnormalized traces of resolvents of any selfadjoint noncommutative polynomial in a Wigner matrix and a deterministic diagonal matrix converges to a centred complex Gaussian process whose covariance is expressed in terms of operator-valued subordination functions in free probability theory. This is a joint work with Serban Belinschi, Sandrine Dallaporta and Maxime FĂ©vrier.

Link:
https://www.msri.org/workshops/947/schedules/30256

Workshop:
MSRI- [HYBRID WORKSHOP] Connections and Introductory Workshop: Universality and Integrability in Random Matrix Theory and Interacting Particle Systems, Part 1