Date: Monday, April 22, 2013
Location: 3866 EH (Special date!) (4:00 PM to 5:00 PM)
Title: Non-intersecting Brownian motions on the circle and discrete Gaussian orthogonal polynomials
Abstract: I will discuss the relation between the non-intersecting Brownian motions on a circle, where n particles start from a common point and end at a common point after a time, and the discrete Gaussian orthogonal polynomials, i.e., discrete orthogonal polynomials with respect to the weight exp(-x^2). I will show that as the number of particles goes to infinity, the asymptotics of the discrete Gaussian orthogonal polynomials give rise to the asymptotic behaviours of the non-intersecting Brownian motions, such as the limiting Sine process, Airy process etc. This is joint work with Karl Liechty.
Speaker: Dong Wang
Institution: National University of Singapore
Event Organizer:
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