Spectrum of random matrices


Check numerically that the empirical measure of the spectrum of any symmetric matrix with random entries converges, as the dimension of the matrix tend to infinity, to the semicircular law. Study other related examples.

Schedule: To be determined with the student(s).

Supervisor: Ivan Nourdin

Difficulty level: Introductory/medium level.

Tools: Programs will be coded in Matlab or Scilab.

Results: [To be completed at the end of the project.]

FSCT -- University of Luxembourg