Wednesday, November 6, 2024 - 09:00 in Zoom
Integrable systems for characteristic polynomials of random unitary matrices
A talk in the Seminar Zufallsmatrizen series by
Fei Wei from University of Oxford
| Abstract: |
In this talk, I will firstly introduce some background on the problem of joint moments of the derivatives of the characteristic polynomial of a random unitary matrix. Secondly, I will discuss the connections between joint moments in finite matrix size and the large matrix size limit, and solutions of the sigma-Painleve V and the sigma-Painleve III' equations, respectively. Thirdly, I will talk about the applications of these results, including explicit formulae for joint moments of finite matrix size, an efficient way to compute joint moments of power sum linear statistics of a certain determinantal process.
Within the CRC this talk is associated to the project(s): C6 |
Back
