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


Séminaire MEGA

Series comments: Description: Monthly seminar on random matrices and random graphs

Organizers: Guillaume Barraquand*, Laure Dumaz
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