Program
RMT has emerged as a model for an extraordinary variety of problems in mathematics, physics and engineering. Applications run the gamut from the scattering of neutrons in nuclear physics, to the distribution of the zeros of the Riemann zeta function on the critical line, and include:
• combinatorics
• the representation theory of large groups
• multivariate statistics
• numerical analysis and the estimation problem for condition numbers of random
• linear systems
• tiling problems
• enumerative topology
• Painleve theory
• interacting particle systems
• transportation problems
• random growth processes
• quantum transport problems
• wireless communications
amongst many others. RMT is now well-recognized in the mathematics, physics, engineering communities. The Tracy-Widom distributions for the largest eigenvalue of a random matrix are entering the standard toolkit of the probabilist.
In addition to show-casing the above applications, the Program will also focus on internal questions in RMT, such as universality for eigenvalue distributions of invariant ensembles, as well as the more recent work on Wigner ensembles. The role of asymptotic methods from the theory of integrable systems, such as the steepest descent method for Riemann-Hilbert problems, will also be highlighted.
Keywords and Mathematics Subject Classification (MSC)
Primary Mathematics Subject Classification
No Primary AMS MSC
Secondary Mathematics Subject Classification
No Secondary AMS MSC
September 13, 2010 - September 17, 2010 | Random Matrix Theory and Its Applications I |
September 20, 2010 - September 21, 2010 | Connections for Women: An Introduction to Random Matrices |
December 06, 2010 - December 10, 2010 | Random Matrix Theory and its Applications II |