Singular Linear Statistics and PIII

Prof. Yang Chen (Imperial College, London)

Tuesday 22nd January, 2008 15:00-16:00 Mathematics Building, room 516


In the talk I will give a quick introduction to Random Matrix Ensembles and the "linear statistics", a random variable that frequently appears in the applications of random matrix theory. In the Hermitean case, and for a particular linear statistics, I will show that the recurrence coefficients of the associated orthogonal polynomials is a Painleve III. Asymptotics of the (scaled-) Hankel determinant is found through integration.

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