Random Matrices: 17. Statistics of Largest Eigenvalue, Part 1

preview_player
Показать описание
Statistics of largest eigenvalue of GUE: heuristics on single eigenvalues, Tracy-Widom distribution; convergence of largest eigenvalue to 2; theorem of Harer-Zagier.
This is Lecture 17 of the lecture series "Random Matrices" of Roland Speicher in the winter term 2019/20 at Saarland University, Germany.
Рекомендации по теме
Комментарии
Автор

I am not in the Saarland - but this is amazing, thank you!

TheYamajiis
visit shbcf.ru