Dr. Michael Fleermann

Michael Fleermann Foto: FernUniversität in Hagen/Hardy Welsch

E-Mail: michael.fleermann

Telefon: +49 2331 987 - 2281

Fax: +49 2331 987 - 328

Sprechzeiten: nach Vereinbarung

Raum: Gebäude 3, IZ, 4. Etage, Raum F 08

I am a Post-Doc in the Stochastics Group of Werner Kirsch. My research focusses on random matrices with correlated entries. The main question I am investigating is how much correlation a random matrix may bear without jeopardizing classical limit results. Thus, I am focussing on

  • Semicircle laws under correlations
  • Marčenko-Pastur laws under correlations
  • Local Laws under correlations

I am also conducting research into the methods of proof needed to obtain the above results, which include

  • the method of moments
  • the Stieltjes transform method
  • random quadratic forms

Publications

  1. High-dimensional sample covariance matrices with Curie-Weiss entries (with Johannes Heiny). Oct. 2019. URL: https://arxiv.org/abs/1910.12332
  2. The Almost Sure Semicircle Law for Random Band Matrices with Dependent Entries (with Werner Kirsch and Thomas Kriecherbauer). Oct. 2019. URL: https://arxiv.org/abs/1711.10196
  3. Local Semicircle Law for Curie-Weiss Type Ensembles. Jul. 2019. URL: https://arxiv.org/abs/1907.08782
  4. Global and Local Semicircle Laws for Random Matrices with Correlated Entries. PhD thesis. FernUniversität in Hagen, Germany, 2019. URL: http://dx.doi.org/10.18445/20190612-122137-0

Talks

  1. Local Laws for Curie-Weiss Random Matrices. August 2019. Summer School in Probability and Mathematical Physics, Ghiffa, Italy.
  2. Global and Local Semicircle Laws for Random Matrices with Correlated Entries. July 2019. Research Seminar Free Probability, Universität des Saarlandes, Germany.
  3. Globale und lokale Halbkreisgesetze für Zufallsmatrizen mit korrelierten Einträgen. June 2019. Disputationsvortrag FernUniversität in Hagen, Germany
  4. Local and Global Limit Laws in Probability and Random Matrix Theory. April 2019. Poster Presentation at conference Random Matrices and Random Graphs, CIRM, France.
  5. Random Matrices with Curie-Weiss Entries. April 2019. Walkshop KIT 2019, Karlsruhe Institute of Technology, Germany.
  6. Semicircle Laws for Random Matrices with Curie-Weiss Entries. October 2018. Operations Research Seminar, Universiteit Twente, The Netherlands.
  7. Semicircle Laws for Random Matrices with Curie-Weiss Entries. September 2018. Summer School in Probability and Mathematical Physics, Ghiffa, Italy.
Lehrgebiet Stochastik | 30.10.2019