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Random walks, queues, Young tableaux and random matrices
Colloquium| Speaker: | Neil O'Connell, Ecole Normale Superiour |
| Location: | 693 Kerr |
| Start time: | Mon, Apr 15 2002, 4:10PM |
Description
In an attempt to understand recently observed connections between
longest increasing subsequence problems and random matrices, and to give
a multi-dimensional version of Pitman's representation for a Brownian
motion
conditioned to stay positive, we obtain a representation for
independent random walks
(or Brownian motions) conditioned never to collide. The proof uses a
classical theorem of queueing
theory on the output of a single-server queue, and certain symmetries
associated with many queues in series. I will also describe how this is
connected with the RSK correspondence, and what we can learn from this
connection.
(Coffee & cookies @ 3:45 in 550 Kerr )