AbstractIn this talk we consider the stochastic homogenization of elliptic non-divergence form equations on the integer lattice and the corresponding model of random walks in random environment (RWRE) which is a martingale. We will derive the optimal rates of the homogenization for the Dirichlet problem. We will also discuss the correlation structure of the invariant measure and quantitative es...
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...