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Integrable Systems and Random Matrix Theory Seminar

Applications of the theory of Gaussian multiplicative chaos to random matrices
Monday, November 21, 2022
10:00-11:00 AM
ZOOM ID: 926 6491 9790 Off Campus Location
Log-correlated fields are a class of stochastic processes which describe the fluctuations of some key observables in different probabilistic models in dimension 1 and 2 such as characteristic polynomials of random matrices. Gaussian multiplicative chaos is a renormalization procedure which aims at defining the exponential of a Log-correlated field in the form of a family of random measures. These random measures can be thought of as describing the extreme values of the underlying field. In this talk, I will review the theory of multiplicative chaos and report on some applications to the characteristic polynomial of the Ginibre ensemble. If time permits, I will also a connection to Laughlin theory for the fractional Hall effect and a few open problems.

A recording of the talk can be found here. Speaker(s): Gaultier Lambert (KTH)
Building: Off Campus Location
Location: Virtual
Event Type: Workshop / Seminar
Tags: Mathematics
Source: Happening @ Michigan from Department of Mathematics, Integrable Systems and Random Matrix Theory Seminar - Department of Mathematics