• 演讲人： Dr. Zhigang BAO (Hong Kong University of Science and Technology)
• 时间：2020年12月10日 3:30 pm, December 10
• 地点：腾讯会议 ID：339 312 486
• 主办单位：浙江大学数据科学研究中心

Abstract:  In this talk, we will first review some recent results on the eigenvectors of random matrices under fixed-rank deformation, and then we will focus on the limiting distribution of the leading eigenvectors  of the Gaussian Unitary Ensemble (GUE) with fixed-rank (aka spiked) external source, in the critical regime of the Baik-Ben Arous-Peche (BBP) phase transition. The distribution is given in terms of a determinantal point process with extended Airy kernel. Our result can be regarded as an eigenvector counterpart of the BBP eigenvalue phase transition. The derivation of the distribution makes use of the recently re-discovered eigenvector-eigenvalue identity, together with the determinantal point process representation of the GUE minor process with external source. This is a joint work with Dong Wang (NUS). 

报告人简介：

Dr. Bao is an assistant professor in Department of Mathematics, the Hong Kong University of Science and Technology. 

He received his Ph.D. degree from Zhejiang University in 2013, under the supervision of Prof. Zhonggen Su. His research interests contain Probability Theory, Statistical Physics and Mathematical Statistics, with a focus on Random Matrix Theory and related fields.

联系人：苏中根 浙江大学数学科学学院教授