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The Distribution Functions of Random Matrix Theory
Student-Run Research| Speaker: | Craig Tracy, UC Davis |
| Location: | 2112 MSB |
| Start time: | Wed, Apr 4 2007, 12:10PM |
Description
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.