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An Introduction to Fredholm Determinants and the Airy Process

Student-Run Applied & Math Seminar

Speaker: Greg Shinault, UC Davis
Location: 1147 MSB
Start time: Wed, Feb 2 2011, 12:10PM

This talk will consist of two parts. In the first part, I will give an overview of the origin of Fredholm determinants and explain how they arise in random processes and random matrix theory. In part two we look at a specific random process, the Airy process, and see how the covariance for this process behaves for large time.