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Random Matrices and Probability

18th May 2004 to 21st May 2004

Organisers: F Mezzadri (Bristol), N O'Connell (Warwick) and NC Snaith (Bristol).

Supported by The London Mathematical Society (LMS)

Satellite Workshop held at the Mathematics Research Centre, University of Warwick

Random Matrix theory was first developed in the 1950s by Wigner, Dyson and Metha to describe the spectra of highly excited nuclei. Since then it has found application in many branches of Mathematics and Physics, from quantum field theory to condensed matter physics, quantum chaos, operator algebra, number theory and statistical mechanics. This workshop will focus on those aspects of random matrix theory that find application in probability. Specific themes will include: a) Brownian motion and the Riemann zeta function; b) Eigenvalues of non-Hermitian random matrices; c) Universality, sparse random matrices, transition matrices and stochastic unitary matrices; d) Matrix-valued diffusion, Brownian motion on symmetric spaces; e) Intertwining relationships in random matrix theory and quantum Markov processes.

University of Cambridge Research Councils UK
    Clay Mathematics Institute The Leverhulme Trust London Mathematical Society Microsoft Research NM Rothschild and Sons