Universality in numerical computations with random data. Analytical results.

Analysis Math-Physics Seminar
Topic:Universality in numerical computations with random data. Analytical results.
Speaker:Percy Deift
Affiliation:New York University
Date:Wednesday, October 19
Time/Room:2:00pm - 3:00pm/S-101
Video Link:https://video.ias.edu/mathphysics/2016/1019-PercyDeift

This is joint work with Tom Trogdon. Here the author shows how to prove universality rigorously for certain numerical algorithms of the type described in the first lecture. The proofs rely on recent state of the art results from random matrix theory.