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1
Intro
2
Typical and large deviations behaviors
3
Large deviation principles
4
Wigner matrices with bounded entries
5
Example of a lower bound
6
Speed of large deviations
7
Large deviation result
8
Wigner matrices with sharp sub-Gaussian tails
9
Universality in large deviations
10
Mechanism of large deviations
11
Large deviation lower bound
12
A special family of changes of measure
13
Nonlinear large deviations
14
Functions of low complexity
15
Large deviation of traces of Wigner matrices
Description:
Explore a comprehensive lecture on large deviations for traces of Wigner matrices, presented by Fanny AUGERI from the Weizmann Institute in Rehovot, Israel. Delve into the intricacies of random matrix theory, covering topics such as typical and large deviation behaviors, large deviation principles, and Wigner matrices with bounded entries. Examine examples of lower bounds, speed of large deviations, and universality in large deviations. Investigate the mechanism of large deviations, including lower bounds and special families of changes of measure. Discover nonlinear large deviations, functions of low complexity, and their applications to traces of Wigner matrices. This 44-minute talk, part of the School and Workshop on Random Matrix Theory and Point Processes, offers a deep dive into advanced mathematical concepts for researchers and enthusiasts in the field.

Large Deviations for Traces of Wigner Matrices

ICTP Mathematics
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