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Tracy-Widom distribution, or...

2013-06-09 00:00 stxy View:[]

Speaker:Zhigang Bao(Zhejiang University)
Title:Tracy-Widom distribution, orthogonal polynomials and saddle point analysis.
Time:9 June , 2013
10:00-12:00 am
Venue:Room 422 of School of Mathematics and Statistics

In this talk, I will give an introduction on the famous new-born probability distribution Tracy-Widom distribution,
which is a new universal distribution arising from a lot of complicate random structures such as random matrices and random permutations. It is well known that the Tracy-Widom distribution was firstly discovered by C.Tracy and H. Widom in studying the limiting distribution of the largest eigenvalues of the random matrices drawn from the Gaussian Unitary Ensemble. In this talk, I will also introduce some basic tools such as ort hogonal polynomials and saddle point analysis which are closely related to the deriving of the limiting behavior of the largest eigenvalue of the Gaussian random matrices.

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