Random Matrix and Dyson Brownian Motion

Random Matrix and Dyson Brownian Motion

Probability Seminar
Feb 15, 2012, 03:10 PM - 04:00 PM | 332 Evans Hall | Happening As Scheduled
H.-T. Yau, Harvard University
The Wigner-Dyson-Gaudin-Mehta conjecture asserts that the local eigenvalue statistics of large random matrices in the bulk exhibit universal behavior depending only on the symmetry class of the matrix ensemble. For invariant matrix models, the eigenvalue distributions are given by a log gas with a potential $V$ and inverse temperature $\beta = 1, 2, 4$, corresponding to the orthogonal, unitary...