Oct 3 - 6, 2011
Institut Henri Poincaré, Paris
Tom Claeys, Université Catholique de Louvain:
Random matrices with uniformly distributed external source
I will discuss random matrix ensembles with a full rank external source. The eigenvalues of the external source are equispaced on an interval. I will set up a Riemann-Hilbert problem for the associated multiple orthogonal polynomials and explain how an asymptotic analysis for this problem can be performed. The limiting mean eigenvalue distribution of the model will be described in terms of an equilibrium problem, and bulk and edge universality will be discussed. This is based on joint work in progress with Dong Wang.
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