The top principal value and the distance to Athens

Neyman Seminar
Neyman Seminar
Probability Seminar
Oct 23, 2019 4:00pm to 5:00pm
Location: 
1011 Evans Hall
Status: 
Happening As Scheduled
The distribution of the top principal value of a random covariance matrix appears in seemingly unrelated models. These include particle systems originating in cell biology, longest increasing subsequences, and the shape of coffee spots. Random planar geometry lurks behind these phenomena. I will discuss the recently constructed common scaling limit, the directed landscape, and its...
Balint Virag, University of Toronto