Will FitzGerald

University of Manchester

Fredholm Pfaffians in random matrices and interacting particle systems

Probability Seminar

25th May 2022, 4:00 pm – 5:00 pm
Online, Zoom

I will describe how probabilistic methods can be used to find asymptotics for Fredholm determinants and Fredholm Pfaffians. This has applications to the tail behaviour of the largest real eigenvalue for non-Hermitian random matrices, persistence probabilities for coalescing and annihilating Brownian motions and the probability that random polynomials have no real roots.

Organisers: Benjamin Lees, Jessica Jay

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