Beyond the Gaussian Universality Class

Series: 
Stochastics Seminar
Thursday, October 18, 2012 - 15:05
1 hour (actually 50 minutes)
Location: 
Skiles 006
,  
Clay Mathematics Institute and MIT
The Gaussian central limit theorem says that for a wide class of stochastic systems, the bell curve (Gaussian distribution) describes the statistics for random fluctuations of important observables. In this talk I will look beyond this class of systems to a collection of probabilistic models which include random growth models, polymers,particle systems, matrices and stochastic PDEs, as well as certain asymptotic problems in combinatorics and representation theory. I will explain in what ways these different examples all fall into a single new universality class with a much richer mathematical structure than that of the Gaussian.