У середу 4 листопада завідувач кафедри дослідження операцій, професор Олександр Іксанов виступить із доповіддю наживо на математичному семінарі в Київській школі економіки (KSE).
- Дата та час: 4 листопада (середа), 16:30 – 17:30
- Місце: Кампус KSE на Оболоні (м. Київ, Оболонська набережна, 19), аудиторія 3.1
- Доповідь: Decoupled random walks and connections to determinantal point processes
We call a sequence of independent random variables a decoupled random walk if its n-th element has the same distribution as the position at time n of a random walk with nonnegative independent and identically distributed increments. My interest in decoupled random walks was motivated by their appearance, in the special case where the first element has the exponential distribution of mean one, in investigations of the infinite Ginibre point process.
In this talk, I will discuss new limit theorems for decoupled random walks, as well as their applications to determinantal point processes with Mittag-Leffler kernels, including the Ginibre point process as a special case, and to spectral radii of random matrices with independent complex Gaussian entries.
The talk is based on a series of recent joint papers with G. Alsmeyer, D. Buraczewski, C. Dong, I. Feshchenko, A. Marynych, Z. Kabluchko, and V. Wachtel.