發表時間:2021-01-08 閱讀次數:471次
報告題目: On Cramer-von Mises statistic for the spectral distribution of random matrices
報 告 人:鮑志剛
報告人所在單位:香港科技大學
報告日期:2021-01-08 星期五
報告時間:10:30--11:30
報告地點:騰訊會議 ID: 472 771 235
  
報告摘要:

Let F_n and F be the empirical and limiting spectral distributions of an n by n Wigner matrix. The Cramer-von Mises (CvM) statistic is a classical goodness-of-fit statistic that characterizes the distance between F_n and F in L^2-norm. In this talk, we will consider a mesoscopic approximation of the CvM statistic for Wigner matrices, and derive its limiting distribution.? The distribution fits well the heuristic prediction given by the analogue  of the log-correlated Gaussian field. This is a joint work with Yukun He.

海報

  
本年度學院報告總序號:8

Copyright © |2012 復旦大學數學科學學院版權所有 滬ICP備042465  

電話:+86(21)65642341 傳真:+86(21)65646073  

自拍偷拍校园春色都市激情家庭乱伦武侠古典