**Title:** Scaling Limits of Random Matrices

**Speaker:** Professor Balint Virag

**Speaker Info:** University of Toronto

**Brief Description:**

**Special Note**:

**Abstract:**

The sine and Airy point processes arising from random matrix eigenvalues play a fundamentalrole in probability theory, partly due to their connection to Riemann zeta zeros and

random permutations. I will describe recent work on the Stochastic Airy and Stochastic sine

differential equations, which are shown to describe these point processes and can be thought

of as scaling limits of random matrices. This new approach resolves some open problems, e.g.

it generalizes these point processes for all values of the parameter beta. Scaling limits

of random matrices

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