β-ensembles: Random Matrix and Beyond
Speaker(s): Jiongji Guo (HKUST)
Time: November 3 - November 10, 2019
Venue: Room 77201, Jingchunyuan 78, BICMR
Date: November 3, 6,7,8 Time: 19:00-21:00
Date: November 9,10 Time: 15:00-17:00
In this mini-course, we will talk about some properties (matrix representation, edge and bulk behavior, large deviation, operator limits, Wigner-Dyson-Mehta universality, linear statistics, etc.) of β-ensembles (mainly Gaussian and circular cases) with an emphasis on some main tools not restricted from the aspect of probability theory or mathematics (Eynard-Orantin loop equation, Coulomb gas technique, etc.). Besides, we will talk about some connections with other field beyond random matrix theory (orthogonal polynomials in the study of circular ensembles, random fractal geometry in the study of extreme value and linear statistics, representation theory for β = 1, 2, 4, phase transition in statistical mechanics, etc.).
Undergraduate and graduate students are welcome, and only basic probability knowledge is required.