Thursday, March 31, 2016, 2:30pm
Warren Weaver Hall, Room 109

Professor Horng-Tzer Yau
Professor of Mathematics at Harvard University


Random Matrix Statistics — A new class of statistical laws for highly correlated systems

Random matrix statistics were proposed by E. Wigner as a new class of universal statistical laws for highly correlated systems.  In this lecture, we will review the current status of his vision and the extension of the Wigner-Dyson-Mehta universality conjecture  to other matrix models.  We will explain the underlying mechanism for the universality in connection with Dyson’s Brownian motions, which govern the dynamics of eigenvalues and eigenvectors. 



Information on past Courant Lectures is available here.