Department of

# Mathematics

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

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events for the
events containing

Questions regarding events or the calendar should be directed to Tori Corkery.
     January 2019          February 2019            March 2019
Su Mo Tu We Th Fr Sa   Su Mo Tu We Th Fr Sa   Su Mo Tu We Th Fr Sa
1  2  3  4  5                   1  2                   1  2
6  7  8  9 10 11 12    3  4  5  6  7  8  9    3  4  5  6  7  8  9
13 14 15 16 17 18 19   10 11 12 13 14 15 16   10 11 12 13 14 15 16
20 21 22 23 24 25 26   17 18 19 20 21 22 23   17 18 19 20 21 22 23
27 28 29 30 31         24 25 26 27 28         24 25 26 27 28 29 30
31


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 N×N 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.