AbstractI am going to make elementary discussions on some random recursive systems in probability theory. These systems have very simple forms, for which most mathematical questions remain yet unanswered.Shi Zhan 施展Academy of Mathematics and System ScienceChinese Academy of Sciences施展,中国科学院数学与系统科学研究院研究员。他本科毕业于中国科学技术大学数学系,在巴黎第六大学获得数学硕士和博士...
Description: This course will give a brief introduction to random matrix theory. Some topics we plan to cover are: Wigner semicircle law, the moment method, the resolvent method, invariant ensembles, Wigner matrices, sample covariance matrices, bulk universality, edge universality, rigidity of eigenvalues, Dyson Brownian motion, Tracy-Widom law, and free probability.Prerequisite:Probability, S...