R202, Astronomy-Mathematics Building, NTU
Speaker(s):
Horng-Tzer Yau (Harvard University)
Organizer(s):
Yng-Ing Lee (National Taiwan University)
Mao-Pei Tsui (National Taiwan University)
Course Description
This is a short introductory course on random matrices. We will start to derive the semicircle law for Winger matrices and prove the local semicircle law. After that, we will discuss the Dyson Brownian motions and its connection to randommatrices. These tools will be used to prove the universality of bulk and edge distributions for Wigner matrices.
If time permitted, we will discuss the sparse matrices and d-regular graphs. We will need to use Ito’s formula when dealing with Dyson Brownian motions. Besides that, the prerequisite is just basics of real analysis and probability theory.
Schedule
Monday, June 29, July 6 & 13
10:00 – 11:00 First Talk
11:00 – 11:30 Tea Break
11:30 – 12:30 Second Talk
12:30 – 14:30 Lunch
14:30 – 16:00 Discussion
Videos:
(1) Jun. 29
(2) Jun. 29
(3) Jul. 6
(4) Jul. 6
