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Random Matrices and Extreme Value Statistics: two-day minicourse
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Non-Intersecting Brownian motions: from Random matrices to Yang-Mills theory – lecture 1 G. Schehr Laboratoire de Physique Théorique et Modèles Statistiques |
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Аннотация: Non-intersecting Brownian motions, sometimes called vicious walkers, have been widely studied in physics (e.g., polymer physics, wetting and melting transition,...) and in mathematics (e.g., combinatorics, representation theory,…). I will first explain how such instances of constrained vicious walkers (e.g. bridges or excursions) are connected to various models of random matrix theory. I will then discuss extreme value questions related to such models and show that the cumulative distribution of the global maximum of Язык доклада: английский |