Room 440, Astronomy-Mathematics Building, NTU

(台灣大學天文數學館 440室)

Universality of Classical Invariant Ensembles

Yian Wu ()

Abstract

We will introduce the invariant ensembles and the probability density function of the eigenvalues of them. The goal is to derive the asymptotic formula of the correlation functions for the GUE case via the method of orthogonal polynomials.

References

Ch4 of the book http://www.math.harvard.edu/~htyau/RM-Aug-2016.pdf