Mathematics

We will discuss the main facts of random matrix theory from the viewpoint of mathematical analysis. We will introduce the Gaussian Unitary Ensemble as the main example and study its properties. Its properties are shared by many other ensembles of random matrices due to universality. We will emphasise the connection to orthogonal polynomials and asymptotic analysis (steepest descent and Riemann-Hilbert problem methods).

Rooms:

• Thursdays room 134
• Fridays room 137