Speaker: 

Elliot Paquette

Institution: 

The Ohio State University

Time: 

Thursday, January 10, 2019 - 12:00pm to 1:00pm

Host: 

Location: 

RH 340P

In 2007, Virág and Válko introduced the Brownian carousel, a dynamical system that describes the eigenvalues of a canonical class of random matrices. This dynamical system can be reduced to a diffusion, the stochastic sine equation, a beautiful probabilistic object requiring no random matrix theory to understand. Many features of the limiting eigenvalue point process, the Sine--beta process, can then be studied via this stochastic process. We will sketch how this stochastic process is connected to eigenvalues of a random matrix and sketch an approach to two questions about the stochastic sine equation: deviations for the counting Sine--beta counting function and a functional central limit theorem.

Based on joint works with Diane Holcomb, Gaultier Lambert, Bálint Vet\H{o}, and Bálint Virág.