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BIRS Workshop Lecture Videos

On the Fluctuations of Polynomials in Gaussian Matrices Diaz, Mario


About a decade ago, Mingo, Nica, and Speicher studied the fluctuations of the moments of Gaussian matrices from a combinatorial perspective. Based on their work, in this talk we will study the fluctuations of the moments of block Gaussian matrices. In particular, we will find a semi-explicit formula for a matricial version of the second-order Cauchy transform. Using the linearization technique, this formula will provide the second-order Cauchy transform of polynomials in Gaussian matrices. This is joint work with Serban Belinschi and James Mingo.

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