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(Rescheduled)Math Colloquium: Continuum Limits of Random Matrices
Start Date: 2/2/2015Start Time: 3:00 PM
End Date: 2/2/2015End Time: 4:00 PM

Event Description
Brian Rider, Temple University

 

Abstract: Random matrix theory grew out of fundamental considerations in mathematical statistics and theoretical physics, and now has applications in such disparate areas as number theory, statistical mechanics, wireless communications and bioinformatics. A perfect example of the field's reach is offered by the so-called Tracy-Widom laws. First discovered in the description of the largest eigenvalues for certain large random matrices, these laws are now understood to serve the role of the "bell curve" (or provide the appropriate central limit theorem) for a wide area of modern nonlinear phenomena. I will discuss some new descriptions of the Tracy-Widom laws in terms of random differential equations (the advertised continuum limit) along with various applications.
Contact Information:
Name: Ron Perline
Email: rperline@math.drexel.edu
Location:
Korman Center, Room 245, 15 South 33rd Street, Philadelphia, PA 19104
Audience:
  • Everyone
    		•

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