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讲准字318号:Tracy-Widom Law, Airy Processes and Related Advances

发布时间:2019-10-25|浏览次数:

讲座报告主题:Tracy-Widom Law, Airy Processes and Related Advances
专家姓名:苏中根
日期:2019-11-08 时间:15:00
地点:理学院206
主办单位:理学院  

主讲简介:苏中根,浙江大学数学科学学院教授、博士生导师,浙江大学统计研究所副所长。研究领域为概率极限理论、统计大样本理论、随机矩阵、高维数据分析。自2004年以来,主持国家自然科学基金面上项目3项,浙江省杰出青年团队项目1项。2002年获全国普通高校优秀教材一等奖,2003年获教育部科技进步奖二等奖,2005年获浙江大学优秀教学成果一等奖。 

主讲内容:Tracy-Widom law was first discovered by two mathematicians Tracy and Widom in the study of eigenvalues high dimensional random matrices in the nighties. There have been a lot of intensive research activities around this law in the past 25 years. It turns out that Tracy-Widom law have a universality property in describing the extremal random phenomena as normal law in the cumulative sum phenomena. Besides, a new type of processes, so-called  Airy Processes, have also be introduced through finite dimensional marginal distributions related to Tracy-Widom law recently. Unlike Gaussian processes, there is little research work on the sample path properties for Airy Processes, but this will no doubt be the next important and challenging subject of study in this area. In this talk I will briefly review some basic concepts and advances about Tracy-Widom law and Airy processes from my personal viewpoint and taste.


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