Probability Seminar: Finite-dimensional universality of GUE **Note non-standard date and Location

Probability Seminar: Finite-dimensional universality of GUE **Note non-standard date and Location

Probability Seminar
Nov 9, 2012, 03:00 PM - 04:00 PM | Room 1011 Evans Hall | Happening As Scheduled
Vadim Gorin, MIT
GUE is the distribution of eigenvalues of the random N*N Hermitian matrix with Gaussian entries. Asymptotic properties of this distribution as N tends to infinity attracted lots of attention and many of those properties turn out to be universal, in the sense that they are also present in the wide class of models of statistical mechanics and random matrix theory. In the talk we will discuss...