Description
Determinantal Point Processes
The course will be devoted to determinantal point processes arising in random matrix theory, with a particular emphasis on the sine-process of Freeman Dyson, the scaling limit of the distribution of the eigenvalues of a random unitary matrix.
After a detailed introduction to the dynamical and probabilistic properties of our point process, we will study their behaviour under the action of the infinite-dimensional group of diffeomorphisms of compact support.
The course will consist of 3 presential lectures of 60 minutes each, which will also be transmitted via Zoom.
Course Instructors:
Alexander Bufetov (CNRS, Steklov Mathematical Institute, IITP RAS, NRU Higher School of Economics)
Outline
Determinantal Point Processes
Session 1: Monday 15:00 - 16:00
Session 2: Wednesday 15:00 - 16:00
Session 3: Friday 15:00 - 16:00
Venue
FCUL, Departamento de Matemática, Edifício C6, Sala 6.2.33
Organizers:
Pedro Duarte (Universidade de Lisboa), José Pedro Gaivão (Universidade de Lisboa), João Lopes Dias (Universidade de Lisboa), Telmo Peixe (Universidade de Lisboa) and Maria Joana Torres (Universidade do Minho)
Observations
The course is a part of the FCT Research Project “New trends in Lyapunov exponents” (PTDC/MAT-PUR/29126/2017).