Grégory Schehr -- Exact persistence exponent for the 2d-diffusion equation
Channel: Matrices Et Graphes Aléatoires GDR CNRS
Date: 19/11/2020

Grégory Schehr -- Exact persistence exponent for the 2d-diffusion equation: from random polynomials to truncated random matrices. 



(the video is in french)

Abstract: After an introduction to persistence probabilities and related first-passage time in statistical physics, I will discuss a specific example: the 2d diffusion equation with random initial conditions. The persistence probability in this problem turns out to be related to the probability of no real root for Kac random polynomials. I will show that this probability can be computed by using yet another connection, namely to the truncated orthogonal ensemble of random matrices.