The XXXIst Courant Lectures - Part I

Time and Location:

March 31, 2016 at 2:30PM; Warren Weaver Hall, Room 109

Speaker:

Professor Horng-Tzer Yau, Professor of Mathematics at Harvard University

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.