Local eigenvalue statistics at the edge of the spectrum - Alexander Sodin

Alexander Sodin Princeton University December 5, 2013 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. For more videos, visit http://video.ias.edu