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Unitary ensemble and Riemann-Hilbert problem

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If you have a question about this talk, please contact Mo Dick Wong.

The unitary ensemble is a probability distribution on the space of Hermitian matrices that is invariant under unitary conjugation. In this talk I shall explain the classical connection between the spectral properties of such random matrices and logarithmic potential theory, and how the equilibrium measure may be derived via the Riemann-Hilbert approach.

This talk is part of the Cambridge Analysts' Knowledge Exchange series.

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