Mathematics Colloquia and Seminars

Return to Colloquia & Seminar listing

We begin with an historical survey of the central limit theorem. By way of analogy with the CLT, new limit theorems (which first arose in random matrix theory) will be discussed. These new limit theorems appear in a number of diverse applications. As Brownian motion is to the Gaussian distribution, the Airy process is the underlying process to these new limit theorems. The generic aspects of the Airy process will be discussed in relationship to singularity theory. This will then motivate the introduction of higher singularities which are associated with the Pearcey distribution (and process).