Return to Colloquia & Seminar listing
Beta ensembles and diffusion
Probability| Speaker: | Brian Rider, University of Colorado at Boulder |
| Location: | 1147 MSB |
| Start time: | Tue, Nov 14 2006, 2:10PM |
We prove that the largest eigenvalues of the general beta-ensemble of Random Matrix Theory, properly centered and scaled, converge in distribution to the law of the low lying eigenvalues of a random Schroedinger opertor with White Noise potential. Based on this convergence, we provide a new characterization of the Tracy-Widom type laws (for all beta) in terms of the explosion probability of a one-dimensional diffusion.