Non-equilibrium Dynamics and Random Matrices

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

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.

Date & Time

December 05, 2013 | 2:00pm – 3:00pm

Location

S-101

Speakers

Alexander Sodin

Affiliation

Princeton University

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