Title: Universal Limits in Probability
Abstract: In both classical and modern probability theory the notion of universality is extremely important. In this talk we will explore some universality theorems, starting from the classical central limit theorem, and working our way to understanding random polynomials and random matrices. Time permitting, I will explain a beautiful theorem of Baik, Deift, and Johansson, which relates eigenvalues of random matrices to the largest increasing subsequence of a random permutation.
Note: The talk will start at 4:10 pm
Audience
- Faculty/Staff
- Student
- Public
- Post Docs/Docs
- Graduate Students
Contact
Daniel Mallory
Email
Interest
- Academic (general)