Bao Nguyen: Extreme statistics of non-intersecting Brownian motions and LOE

Time: Tue 2017-10-17 15.15 - 16.15

Lecturer: Bao Nguyen

Location: F11, KTH

Abstract: We review the system of non-intersecting Brownian motions. This model, on the one hand, shows scaling behaviors belong to the Kardar-Parisi-Zhang (KPZ) universality class while on the other hand it is intimately related to eigenvalues of Hermitian random matrices subjected to Dyson's Brownian motion. We will describe a formula which expresses the probability that the top path of non-intersecting Brownian motions lies below a given curve as Fredholm determinant of a certain "path-integral" kernel, and show some applications to the extreme statistics of the model.

2017-10-17T15:15 2017-10-17T16:15 Bao Nguyen: Extreme statistics of non-intersecting Brownian motions and LOE Bao Nguyen: Extreme statistics of non-intersecting Brownian motions and LOE
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