Integrable probability
- Series
- School of Mathematics Colloquium
- Time
- Tuesday, January 16, 2018 - 11:05 for 1 hour (actually 50 minutes)
- Location
- Skiles 006
- Speaker
- Ivan Corwin – Columbia University – ic2354@columbia.edu
The probability of outcomes of repeated
fair coin tosses can be computed exactly using binomial coefficients.
Performing asymptotics on these formulas uncovers the Gaussian
distribution and the first instance of the central limit theorem. This
talk will focus on higher version of this story. We will consider random
motion subject to random forcing. By leveraging structures from representation theory and quantum integrable systems
we can compute the analogs of binomial coefficients and extract new and
different asymptotic behaviors than those of the Gaussian. This model
and its analysis fall into the general theory of "integrable
probability".