Probability and Stochastic Analysis - University of Bonn

Graduate Seminar on Probability Theory, WS 2013/2014

Time, roomThursday 10-12, LWK N 0.003
StartFirst week of the semester
Schedule10:30 - 12:00
SupervisionPatrik Ferrari (LWK 3.047)
ContactSend me an email in case of questions


Subject: Random matrices and the asymmetric exclusion process

The seminar is based on (but not only) the lecture notes of the lecture given in Trieste at ITCP. One will see why limiting distribution function, like the Tracy-Widom distribution, or limit processes, like the Airy2 process, arise both in random matrices and interacting particle systems. The link is through a common mathematical structure on an interlacing structure, also known as Gelfand-Tsetlin pattern, that appears for specific models in both fields. Determinantal point processes plays a central role in this comparison.

If you are interested in participating and can not attend the informative meeting, please send me an email.