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.