Analysis and PDEs - Maurice Duits (KTH) Title: Global fluctuations for non-colliding processes

Thu, 10/11/201613:00-14:00
Ross 70
In this talk we will discuss the global fluctuations for a class of determinantal point processes coming from large systems of non-colliding processes and non-intersecting paths. By viewing the paths as level lines these systems give rise to random (stepped) surfaces. When the number of paths is large a limit shape appears. The fluctuations for the random surfaces are believed to be universally described by the Gaussian Free Field. In this talk a new approach will be discussed for proving this universality by proving Central Limit Theorems for multi-time linear statistics, based on the recurrence relations for the family of biorthogonal functions corresponding to these models.