Miss Olivia Auster

Profile

My research is in Probability Theory and Random Matrix Theory. After the derivation of a few analytical results formulating the limiting distributions of extreme moduli of non-Hermitian ensembles (the complex Ginibre ensemble and its generalisation), my academic activities are now devoted to the study of random matrix ensemble point processes and the related large deviations theory.

Supervisor: Professor Boris Khoruzhenko

Teaching

Plan and conduct teaching sessions for undergraduate students in Mathematics.

Teaching Associate for Year 1 students in Mathematics

February 2026 - May 2026

Module: Vectors and Matrices

Oct 2025 - Dec 2025

Modules:

. Numbers, Sets and Functions (NSF)

. Introduction to Analysis with Calculus

. Probability and Statistics

Oct 2024 - Dec 2024

Modules:

. Numbers, Sets and Functions (NSF)

. Introduction to Analysis with Calculus

Research

Research Interests:

My research interests are in Random Matrix Theory and related fields such as Probability Theory, Stochastic Analysis and Linear Algebra.

Publications

Here are my papers as a sole author. 

. Olivia V. Auster, The Half-Normal Rayleigh distribution of the scaled minimum modulus for the complex Ginibre ensemble, submitted, 2025.

. Olivia V. Auster, Limit Theorems for non-Hermitian Ensembles, ArXiv Preprint, 2025, arXiv:2505.04828.

Performance

Conferences as a Speaker

• 21 November 2025.  The Mathematical Physics Seminars at The University of Bristol

         Title: Limit Theorems for Non-Hermitian Ensembles

• 29 October 2025.  Probability and Applications Seminars at Queen Mary University of London

        Title: Limit Theorems for Non-Hermitian Ensembles