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Integrable Systems and Random Matrix Theory Seminar

Extreme value statistics for the Airy process with wanderers
Monday, November 18, 2019
4:00-5:00 PM
1866 East Hall Map
I will discuss some ongoing work with Daniel Remenik and Gia Bao Nguyen. It is well known that the maximum value of the Airy process minus a parabola is given by the GOE Tracy-Widom distribution which describes the largest eigenvalue on real symmetric random matrix ensembles. I will talk about the same statistic for the Airy processes with wanderer(s), a deformation of the Airy process whose marginal distributions are given by the distribution of the largest eigenvalue of the spiked GUE ensemble. Naturally this statistic is described by some deformation of the GOE Tracy-Widom distribution. I will describe this statistic in terms of Fredholm determinants and Painleve transcendents, and try to understand how it is related to the spiked GOE. Speaker(s): Karl Liechty (DePaul University)
Building: East Hall
Event Type: Workshop / Seminar
Tags: Mathematics
Source: Happening @ Michigan from Department of Mathematics, Integrable Systems and Random Matrix Theory Seminar - Department of Mathematics