Department of

Mathematics


Seminar Calendar
for events the day of Thursday, February 7, 2019.

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Thursday, February 7, 2019

2:00 pm in 347 Altgeld Hall,Thursday, February 7, 2019

An Introduction to Dyson Brownian Motion and Universality

Kesav Krishnan (UIUC Math)

Abstract: We define Brownian motion on the space of NN Hermitian Matrices, and derive an SDE for the corresponding process of the eigenvalues. We then establish that the eigenvalue process is identical to Brownian motion in R^n confined to the Weyl Chamber.