Kurt Johansson: Universal distributions from non-colliding Brownian motions

Non-colliding Brownian motions can be used to generate interesting point processes. These point processes are so called determinantal point processes and we can obtain many processes that occur also as eigenvalue processes in random matrix theory, and in other related problems like random tilings. In this way non-colliding Brownian motions serves as a model problem for interesting point processes. I will give some general background and also discuss a recently solved more difficult geometric situation known as the tacnode.