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An Introduction to Fredholm Determinants and the Airy Process
Student-Run Research| Speaker: | Greg Shinault, UC Davis |
| Location: | 1147 MSB |
| Start time: | Wed, Feb 2 2011, 12:10PM |
Description
This talk will consist of two parts. In the first part, I will give an
overview of the origin of Fredholm determinants and explain how they arise
in random processes and random matrix theory. In part two we look at a
specific random process, the Airy process, and see how the covariance for
this process behaves for large time.