CU Boulder, Denver and Colorado Springs

Joint

Probability/Statistics Seminar

Fall 2006

Alternate Wednesdays, 3:15 p.m. Math 350
Date Speaker-Title Abstract
August 30 Stochastic Markov evolutions in continuum
Elena Zhizhina
Institute for Information Transmission Problems (Moscow, Russia)
We establish a link between spin-flip dynamics on the lattice and Markov evolutions in continuum.
Then we describe birth-and-death stochastic continuous processes (contact, voter, multi-type models),
present results and discuss open problems.
September 13 The old Riccati map and RMT
B. Rider
Dept. of Math., CU Boulder
We prove a recent conjecture of Edelman and Sutton that the Tracy-Widom laws of Random Matrix
Theory coincide with the distribution of the ground state eigenvalue of a certain (random) 1-d
Schrödinger operator. Then, by Riccati, we provide a new description of the Tracy-Widom laws in
terms of the explosion probability for a diffusion of type Brownian Motion plus drift.