Ivan Corwin - Clay Mathematics Institute, MIT Department of Mathematics and Microsoft Research

Starts: 4:00 pm on Thursday, October 11, 2012
Ends: 5:00 pm on Thursday, October 11, 2012
Location: MCS 148

Title: Beyond the Gaussian Universality Class. Absract: The Gaussian central limit theorem says that for a wide class of stochastic systems, the bell curve (Gaussian distribution) describes the statistics for random fluctuations of important observables. In this talk I will look beyond this class of systems to a collection of probabilistic models which include random growth models, polymers,particle systems, matrices and stochastic PDEs, as well as certain asymptotic problems in combinatorics and representation theory. I will explain in what ways these different examples all fall into a single new universality class with a much richer mathematical structure than that of the Gaussian.