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Department of Mathematics,
University of California San Diego

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Math 288 - Probability and Statistics Seminar

David Zimmerman

UCSD

Logarithmic Sobolev Inequalities with an Application to Random Matrices

Abstract:

Logarithmic Sobolev inequalities (LSIs) show up in several areas of analysis; in particular, in probability. In this talk I will give some background and applications of LSIs. I will also discuss some recent work and show how LSIs can be used to give a new proof of the classical result that the empirical law of eigenvalues of a sequence of random matrices converges weakly to its mean in probability.

November 29, 2012

9:00 AM

AP&M 6402

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