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Probability and Computational Finance Seminar
Janosch Ortmann
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