Random Interactions
Top Eigenvalue of a Random Matrix: Tracy-Widom distribution
by Prof. Satya Majumdar (Univ. of Paris)
Wednesday, January 12, 2011
from
to
(Asia/Kolkata)
at Colaba Campus ( A-304 )
at Colaba Campus ( A-304 )
Description |
In this blackboard talk I'll try to provide some general backgrounds on the theory of random matrices with an emphasis on the distribution of the top eigenvalue. I'll describe the Tracy-Widom distribution: how does it look like and why is it interesting? I'll also show that this distribution appears in a number of different problems, from Brownian motions to gauge theory. |
Organised by | Dr. Vikram Tripathi |