Analysis/Mathematical Physics Seminar
Universality in numerical computations with random data. Analytical results.
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.
Date & Time
October 19, 2016 | 2:00pm – 3:00pm
Location
S-101Speakers
Percy Deift
Affiliation
New York University