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Probability and Computational Finance Seminar
Janosch Ortmann NYU Title: Polymers, particles, last-passage percolation and KPZ universality Abstract: KPZ universality describes a scaling behaviour that differs from the central limit theorem by the size of the fluctuations and the limiting distribution. Instead of the Gaussian, the Tracy-Widom distributions from random matrix theory appear in the limit. A wide range of models are conjectured to belong to this class, but a general theory is missing.I will present an overview of mathematical and physical aspects of KPZ universality theory and illustrate it with some recent progress on polymer models, particle systems and last-passage percolation. Mathematical ingredients are probability theory, analysis and combinatorics, with variants of the Robinson-Schensted correspondence playing a central role.The talk is based on joint work with Nicos Georgiou, Neil O'Connell, Jeremy Quastel and Daniel Remenik. Date: Monday, November 13, 2017 Time: 4:30 pm Location: Wean Hall 8220 Submitted by: Steve Shreve |