Tue, 04/02/2020 - 14:15
Campus SB, Building E2 6 Room E.04

Prof. Dr. Gregory Schehr
Host: Prof. Dr. Heiko Rieger
LPTMS, Université Paris Sud (Orsay), France

First-passage problems in statistical physics

After a broad introduction to first-passage/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.

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