EVENT DETAILS AND ABSTRACT


Probability Seminar

Title: Macroscopic fluctuations through Schur generating functions
Speaker: Vadim Gorin
Speaker Info: MIT
Brief Description:
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Abstract:

I will talk about a special class of large-dimensional stochastic systems with strong correlations. The main examples will be random tilings, non-colliding random walks, eigenvalues of random matrices, and measures governing decompositions of group representations into irreducible components.

It is believed that macroscopic fluctuations in such systems are universally described by log-correlated Gaussian fields. I will present an approach to handle this question based on the notion of the Schur generating function of a probability distribution, and explain how it leads to a rigorous confirmation of this belief in a variety of situations.

Date: Thursday, January 24, 2019
Time: 4:10PM
Where: Lunt 105
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