Exact persistence exponent for the 2d-diffusion equation: from random polynomials to truncated random matrices.
Gregory Schehr (Université Paris-Saclay)
13-Nov-2020, 14:30-15:30 (3 years ago)
Abstract: After an introduction to persistence probabilities and related first-passage time in statistical physics, I will discuss a specific example: the 2d diffusion equation with random initial conditions. The persistence probability in this problem turns out to be related to the probability of no real root for Kac random polynomials. I will show that this probability can be computed by using yet another connection, namely to the truncated orthogonal ensemble of random matrices.
statistical mechanicsmathematical physicsprobability
Audience: researchers in the topic
Series comments: Description: Monthly seminar on random matrices and random graphs
Organizers: | Guillaume Barraquand*, Laure Dumaz |
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