Continuum limits of random matrices
Speaker:
Balint Virag (University of Toronto)
Date and Time:
Friday, September 21, 2007 - 3:00pm to 3:50pm
Location:
The Fields Institute
Abstract:
The point process limits of random eigenvalues for beta-ensembles can be understood by taking continuum limits of the random matrix. In the bulk, the limit is the sine point process. It is shown to be a simple functional of hyperbolic Brownian motion. On the edge, the Tracy-Widom limits are given by the eigenvalues of the Airy differential operator plus white noise.