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Random Matrix Theory, Riemann-Hilbert Problems and String Equations

Le : 02/04/2015 15h30
Par : Max Atkin, IRMP, Université Catholique de Louvain
Lieu : I 103
Lien web :
Résumé : In this talk I will give an overview of random matrix theory and some connections to integrable systems. As part of this overview I will also discuss various techniques available for solving these models, particularly Riemann Hilbert analysis and string equations. As an application of these methods I will then describe how they can be used to derive a compact expression for the distribution of the largest eigenvalue in a class of random Hermitian matrices.