S4F1 - Graduate Seminar on Probability Theory
| Time, room | Thursday 14-16, LWK 0.008 |
| Supervision | Patrik Ferrari (LWK 3.047) |
| Contact | Send me an email in case of questions |
Subject: The Dyson's Brownian Motion Model
The seminar is about a topic in mathematical physics and probability theory: an interacting particle systems related to random matrix theory called Dyson's Brownian Motion. In short, the model consists in a matrix-values Ornstein-Uhlenbeck process. This induces an evolution of its eigenvalues. The process describing the largest eigenvalue at different times is observed also in apparently unrelated models like random tilings and stochastic growth models.