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NCTS Random Matrices Seminar
 
10:30 - 12:00, November 20, 2017 (Monday)
Room 440, Astronomy-Mathematics Building, NTU
(台灣大學天文數學館 440室)
Brownian Motion and Dyson Brownian Motion
Chen-Wei Hua (National Taiwan University)

Abstract:

We will take a quick overview of Brownian motion and introduce the Dyson Brownian motion. The main goal is to follow Theorem. 3.1.16 in [1] to understand the behavior of the eigenvalues of random matrices.
 
P.S. there is some modification of Theorem 3.1.16, see Theorem 21 of [2].
 
References:
 
[1] §3.1. in Topics in random matrix theory by Terence Tao 
https://terrytao.files.wordpress.com/2011/02/matrix-book.pdf
[2] https://terrytao.wordpress.com/2010/01/18/254a-notes-3b-brownian-motion-and-dyson-brownian-motion/
 


 

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