Gaultier Lambert: Fluctuations of smooth eigenvalues statistics for random matrices

Speaker: Gaultier Lambert

Title: Fluctuations of smooth eigenvalues statistics for random matrices

Abstract: The eigenvalues of random matrices are basic examples of point processes with strong correlations and their scaling limits are very different from that of independent points. After a short presentation of the so-called circular unitary ensemble (CUE) and Gaussian unitary ensemble (GUE), I am planning to discuss proofs of the central limit theorem for smooth linear statistics for both models. The method is elementary and the talk aims at a general audience.