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

• Tue 01/04 14:00-16:00 room 136
• Wed 02/04 14:00-16:00 room 136, 16:00-18:00 room 134
• Tue 08/04 14:00-16:00 room 136, 16:00-18:00 room 133 
• Wed 09/04 14:00-16:00 room 136
• Tue 15/04 14:00-16:00 room 136, 16:00-18:00 room 134
• Wed 16/04 14:00-16:00 room 136

From 22/04

• Tue 14:00-16:00 room 136, 16:00-18:00 room 136 
• Wed  14:00-16:00 room 136