高等数学研究所学术报告|Random Matrix Theory and Tracy-Widom Law
题目：Random Matrix Theory and Tracy-Widom Law
摘要：The study of random matrix theory has a long and rich history, and has become one of most interesting links in apparently distinct disciplines like analysis, algebra, probability, statistics and physics. There have been a lot of remarkable achievements around the asymptotics of high dimensional random matrices in the past decades. In this talk I will mainly focus upon the matrix prototype GUE and the Tracy-Widom law for the largest eigenvalues, where the orthogonal polynomial tricks play a crucial role. This talk is aimed for general audience, no special knowledge of random matrix is needed. Some basic concepts about probability theory will be briey reviewed with purely personal taste.
联系人：李方 教授 （firstname.lastname@example.org）