VIRTUAL SEMINAR SERIES -- INTEGRABLE SYSTEMS: A threefold way to integrable probabilistic models
Thomas Bothner (King's College London)
Wednesday 15th July, 2020 14:00-15:00 Zoom seminar hosted by ICMS
This talk is intended for a broad math and physics audience in particular including students. It will focus on the speaker’s recent contributions to the analysis of the real Ginibre ensemble consisting of square real matrices whose entries are i.i.d. standard normal random variables. In sharp contrast to the complex and quaternion Ginibre ensemble, real eigenvalues in the real Ginibre ensemble attain positive likelihood. In turn, the spectral radius of a real Ginibre matrix follows a different limiting law for purely real eigenvalues than for non-real ones. We will show that the limiting distribution of the largest real eigenvalue admits a closed form expression in terms of a distinguished solution to an inverse scattering problem for the Zakharov-Shabat system. This system is directly related to several of the most interesting nonlinear evolution equations in 1 + 1 dimensions which are solvable by the inverse scattering method. The results of this talk are based on our joint work with Jinho Baik.
For more information, and how to access the seminar through Zoom, see the webpage of the events here.