Probability and Stochastic Analysis - University of Bonn

S4F1 - Graduate Seminar in Probability Theory

Zeit und OrtThursday 14-16, LWK N0.007
First meeting (Vorbesprechung)Thursday 27th of July, 14:15, LWK 0.006
SupervisionPatrik Ferrari (LWK 3.047) and Constanza Rojas-Molina (LWK 3.042)
ContactSend me an email in case of questions

Subject: Random matrices and interacting particle systems

Why random matrices share universal processes with interacting particle systems? There are some universal distribution functions (and limiting stochastic processes) which arises both in random matrices and some interacting particle systems. One of this is called the Tracy-Widom distribution function and it appears in several systems of correlated random variables (even Mathematica has now implemented it as a standard distribution function). In the seminar we will see where such a connection arises by considering some random matrix models and interacting particle systems, sharing a common mathematical structure in the background.

To have an idea of the subject, see my notes. Some of the material is worked out in much more details in the lecture notes of my advanced topic lecture WS16.

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

The final list of topics will be made between middle of September and beginning of October, when I will know the precise list of participants.