Deriving quantitative estimates on random matrices using free probability tools

20.11.2023, 15:30  –  online

Marwa Banna (New York University Abu Dhabi)

Abstract: In this talk, I start with a brief introduction to random matrices and free probability theory and highlight the connection between the two domains. I will then show how free probability tools can be used to obtain regularity properties of limiting spectral distributions and how to quantify such convergences for some random matrix models. In particular, we consider a class of random block matrices and derive quantitative estimates on the level of Cauchy transforms that can be passed to the Kolmogorov distance in some cases. The content of the talk is based on results from joint works with G. Cébron and T. Mai.

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