PSU Mark
Eberly College of Science Mathematics Department

Meeting Details

For more information about this meeting, contact Manfred Denker.

Title:The beta-Hermite and beta-Laguerre processes
Seminar:Seminar on Probability and its Application
Speaker:Luen-Chau Li, PSU
In 2002, Dumitriu and Edelman discovered matrix models for the beta-Hermite and beta-Laguerre ensembles for general values of β > 0. Prior to this, matrix models were only known for the three special values β = 1, 2, 4. In this talk, I will discuss how to construct matrix-valued diffusion processes which in some sense describe the non-equilibrium situation for the static matrix ensembles of Dumitriu and Edelman. I will also present some results on the associated empirical eigenvalue processes and spectral measure processes.

Room Reservation Information

Room Number:MB106
Date:01 / 22 / 2010
Time:02:30pm - 03:25pm