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SUMMARY:Random matrices and something - Andrei Bejan (University of Cambri
 dge)
DTSTART:20111110T150000Z
DTEND:20111110T160000Z
UID:TALK33805@talks.cam.ac.uk
CONTACT:Elena Yudovina
DESCRIPTION:In this talk we will discuss what is common between seemingly 
 unrelated quantities\, such as the length of the longest increasing subseq
 uence of a random permutation\, spacings between buses in Cuernavaca and p
 arked cars in London\, spacings of consecutive zeroes of the Riemann zeta 
 function\, the number of piles obtained in patience sorting\, and how long
  it takes to board an airplane. We will define orthogonal\, unitary and sy
 mplectic random matrix ensembles\, formulate the Tracy-Widom laws for the 
 asymptotic distribution of the largest eigenvalues and discuss a possible 
 application in multivariate statistics.
LOCATION:CMS\, MR9
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