Top Eigenvalue of a Random Matrix: Tracy-Widom distribution

by Prof. Satya Majumdar (Univ. of Paris)

Wednesday 12 Jan 2011, 14:30 → 15:30 Asia/Kolkata

A-304 (Colaba Campus)

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.