Workgroup "Random matrices"

Heads of Workgroup:

  • Prof. Dr. Holger Dette


  • Dr. Dominik Tomecki
  • Dr. Martin Venker


In probability theory and in statistics a random matrix is a matrix-valued random variable. Many important properties of physics are mathematically modeled by random matrix models (e.g. the thermal conductivity of a solid crystalline or disordered physical systems).In this workgroup we investigate properties of the random spectrum of such matrices with increasing dimension. Of particular interest are relations to asymptotic zero distributions of orthogonal polynomials, which have properties similar to the eigenvalue distributions of random matrices.