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Random matrices and something

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If you have a question about this talk, please contact Elena Yudovina.

In this talk we will discuss what is common between seemingly unrelated quantities, such as the length of the longest increasing subsequence of a random permutation, spacings between buses in Cuernavaca and parked 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 symplectic random matrix ensembles, formulate the Tracy-Widom laws for the asymptotic distribution of the largest eigenvalues and discuss a possible application in multivariate statistics.

This talk is part of the Statistical Laboratory Graduate Seminars series.

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