The top principal value and the distance to Athens: Neyman Seminar

Seminar | October 23 | 4-5 p.m. | 1011 Evans Hall

 Balint Virag, University of Toronto

 Department of Statistics

The distribution of the top principal value of a random covariance matrix appears in seemingly unrelated models. These include particle systems originating in cell biology, longest increasing subsequences, and the shape of coffee spots.


Random planar geometry lurks behind these phenomena. I will discuss the recently constructed common scaling limit, the directed landscape, and its relationship to the BBP transition.

 Berkeley, CA 94720, 5106422781