Random Matrix EurAsia 2022

Overview

Random matrix theory is an active branch of probability. It has important applications in statistics, wireless communication and physics, and is closely related to other areas of mathematics, like representation theory, integrable systems, combinatorics, and complex analysis.

In our four-week programme, we focus on the following three themes:

• Combinatorial and linear algebraic approaches for Wigner-type random matrices and non-Hermitian random matrices
• Integrable and complex analytic approaches for unitarily-invariant random matrices
• Interacting particle systems related to random matrices