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DTSTART;TZID=America/New_York:20221019T123000
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DTSTAMP:20240214T113414Z
CREATED:20230817T173735Z
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UID:10001268-1666182600-1666186200@cmsa.fas.harvard.edu
SUMMARY:The Mobility Edge of Lévy Matrices
DESCRIPTION:Colloquium \nSpeaker: Patrick Lopatto (Brown) \nTitle: The Mobility Edge of Lévy Matrices \nAbstract: Lévy matrices are symmetric random matrices whose entry distributions lie in the domain of attraction of an alpha-stable law; such distributions have infinite variance when alpha is less than 2. Due to the ubiquity of heavy-tailed randomness\, these models have been broadly applied in physics\, finance\, and statistics. When the entries have infinite mean\, Lévy matrices are predicted to exhibit a phase transition separating a region of delocalized eigenvectors from one with localized eigenvectors. We will discuss the physical context for this conjecture\, and describe a result establishing it for values of alpha close to zero and one. This is joint work with Amol Aggarwal and Charles Bordenave.
URL:https://cmsa.fas.harvard.edu/event/collquium-101922/
LOCATION:CMSA Room G10\, CMSA\, 20 Garden Street\, Cambridge\, MA\, 02138\, United States
CATEGORIES:Colloquium
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