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发表时间:2021-01-08 阅读次数:429次
报告题目: On Cramer-von Mises statistic for the spectral distribution of random matrices
报 告 人:鲍志刚
报告人所在单位:香港科技大学
报告日期:2021-01-08 星期五
报告时间:10:30--11:30
报告地点:腾讯会议 ID: 472 771 235
  
报告摘要:

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.

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本年度学院报告总序号:8

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