Random Matrix Theory and Integrability: The Riemann-Hilbert Approach

Max Atkin (Universite Catholique de Louvain)

Tuesday 16th December, 2014 15:00-16:00 Maths 203

Abstract

In this talk I will give an overview of random matrix theory and some connections to integrable systems. As part of this overview I will also discuss various techniques available for solving these models and in the second half of the talk I will focus on one method in particular: Riemann Hilbert analysis. As an application of this method I will then describe some recent results obtained in collaboration with Claeys and Mezzadri regarding asymptotic behaviour of a class of singularly perturbed models and their relation to generalisations of the Painleve III equation.

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