Alice Guionnet (ENS, Lyons)


Global asymptotics for the spectrum of large random matrices

I will survey recent results on the asymptotics of the spectrum
of random matrices at a macroscopic scale. In particular, I will
emphasize the role of free probability as a natural  framework
to study random matrices with size going to infinity. Applications will
concern different models,  going from the famous Wigner matrices
to non-normal matrices, as recently studied by Krishnapur, Zeitouni
and myself.