Random Matrix Theory, Stochastic Analysis and Statistical Mechanics
- A+
:Xiangdong Li (Academy of Mathematics Systems Science, CAS)
: 2025-01-17 10:00
:Conference Room C610 at Administration Building at Haiyun Campus
Speaker:Xiangdong Li (Academy of Mathematics and Systems Science, CAS)
Time:2025-1-17, 10:00
Location:Conference Room C610 at Administration Building at Haiyun Campus
Abstract:
In this talk, I will briefly discuss the deep connections among Random Matrix Theory, Stochastic Analysis and Statistical Mechanics. In particular, I will present some recent results on the Law of Large Numbers, the Propagation of Chaos, the Central Limit Theorem, the longtime asymptotic behaviour and the phase transition of the empirical measure process of the Dyson Brownian motion associated with the unitary invariant random matrices ensemble with a general external potential filed.