# Courant Lectures Part I

**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.