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10th International Conference on Differential and Functional Differential Equations
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Ergodic properties of the sine-process A. I. Bufetovabc a Steklov Mathematical Institute of Russian Academy of Sciences, Moscow b Institute for Information Transmission Problems of the Russian Academy of Sciences (Kharkevich Institute), Moscow c National Research University Higher School of Economics, Moscow |
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Abstract: Dyson’s sine-process, the scaling limit of radial parts of Haar measures on unitary groups of growing dimension, is the most classical point process of random matrix theory. In the survey talk, we shall consider the ergodic properties of the sine-process, including the speed of convergence in the Soshnikov Central Limit Theorem and the convergence of its stochastic Euler products to the Gaussian Multiplicative Chaos. Language: English |
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