January 21, 2021
10:20 am
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11:15 am
Zoom info to follow
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2021-01-21 11:20:00
2021-01-21 12:15:00
Infinite beta random matrix theory
Speaker: Vadim Gorin (University of Wisconsin)
Abstract: Dyson’s threefold approach suggest to deal with real/complex/quaternion random matrices as beta=1/2/4 instances of beta-ensembles. We complement this approach by the beta=\infty point, whose study reveals a number of previously unnoticed algebraic structures. Our central object is the G\inftyE ensemble, which is a counterpart of the classical Gaussian Orthogonal/Unitary/Symplectic ensembles. We encounter unusual orthogonal polynomials, random walks, and finite free polynomial convolutions.
Zoom info to follow
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2021-01-21 10:20:00
2021-01-21 11:15:00
Infinite beta random matrix theory
Speaker: Vadim Gorin (University of Wisconsin)
Abstract: Dyson’s threefold approach suggest to deal with real/complex/quaternion random matrices as beta=1/2/4 instances of beta-ensembles. We complement this approach by the beta=\infty point, whose study reveals a number of previously unnoticed algebraic structures. Our central object is the G\inftyE ensemble, which is a counterpart of the classical Gaussian Orthogonal/Unitary/Symplectic ensembles. We encounter unusual orthogonal polynomials, random walks, and finite free polynomial convolutions.
Zoom info to follow
America/New_York
public
Speaker: Vadim Gorin (University of Wisconsin)
Abstract: Dyson’s threefold approach suggest to deal with real/complex/quaternion random matrices as beta=1/2/4 instances of beta-ensembles. We complement this approach by the beta=\infty point, whose study reveals a number of previously unnoticed algebraic structures. Our central object is the G\inftyE ensemble, which is a counterpart of the classical Gaussian Orthogonal/Unitary/Symplectic ensembles. We encounter unusual orthogonal polynomials, random walks, and finite free polynomial convolutions.
