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...
AbstractBranching random walks (BRW) on groups consist of two independent processes on the Cayley graphs: branching and movement. Start with a particle on a favorite location of the graph. According to a given offspring distribution, the particles at the time n split into a random set of particles with mean $r \ge 1$, each of which then moves independently with a fixed step distribution to the ...