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 fundamentalDate: Friday, October 20, 2006role 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