R440, Astronomy-Mathematics Building, NTU
(台灣大學天文數學館 440室)
Dyson Brownian Motion and the Stieltjes Transform
Hao-Wei Huang (National Sun Yat-sen University)
Abstract:
We will explain how the Stieltjes transform interacts with the Dyson Brownian motion in RMT. More precisely, we will use the Dyson Brownian motion combined with the Stieltjes transform to derive the semicircular law in RMT.
