Joseph Najnudel (Bristol)

will speak on

Gaussian multiplicative chaos and random matrix theory

Time: 4:00PM
Date: Wed 27th November 2019
Location: Seminar Room SCN 1.25 [map]

Further information

Abstract: We identify an equality between two objects arising from different contexts of mathematical physics: Kahane's Gaussian Multiplicative Chaos on the circle, and the Circular Beta Ensemble from Random Matrix Theory. This is obtained via an analysis of related random orthogonal polynomials, making the approach spectral in nature.

(This talk is part of the Probability series.)

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