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The Distribution Functions of Random Matrix Theory
Student-Run Research Seminar| Speaker: | Craig Tracy, UC Davis |
| Location: | 2112 MSB |
| Start time: | Wed, Apr 4 2007, 12:10PM |
It is now believed that the limiting distribution function of the largest eigenvalue in the three classic random matrix models GOE, GUE and GSE describe new universal limit laws for a wide variety of processes arising in mathematical physics and interacting particle systems. These distribution functions, expressed in terms of a certain Painlev´e II function, are described and their occurrences surveyed.