Probability Seminar: Random matrix corners processes and the Gaussian Free Field

Probability Seminar: Random matrix corners processes and the Gaussian Free Field

Probability Seminar
Dec 4, 2013, 03:00 PM - 04:00 PM | 332 Evans Hall | Happening As Scheduled
Vadim Gorin, MIT
Matrix corners processes are probability measures on interlacing arrays of particles, which arise in the study of the joint distributions of eigenvalues of a random matrix and its principal submatrices. We will discuss the asymptotic behavior of the global fluctuations of such arrays as the size of the matrix grows to infinity, which can be described via (2d) Gaussian Free Field. The last fact is...