Local eigenvalue statistics at the edge of the spectrum: an extension of a theorem of Soshnikov

Non-equilibrium Dynamics and Random Matrices
Topic:Local eigenvalue statistics at the edge of the spectrum: an extension of a theorem of Soshnikov
Speaker:Alexander Sodin
Affiliation:Princeton University
Date:Thursday, December 5
Time/Room:2:00pm - 3:00pm/S-101
Video Link:https://video.ias.edu/nedrm/2013/1205-AlexanderSodin

We discuss two random decreasing sequences of continuous functions in two variables, and how they arise as the scaling limit from corners of a (real / complex) Wigner matrix undergoing stochastic evolution. The restriction of the second one to certain curves in the plane gives the Airy-2 time-dependent point process introduced by Praehofer and Spohn in the context of random growth.