Integrability and Universality in Probability
Presidential Lectures are free public colloquia centered on four main themes: Biology, Physics, Mathematics and Computer Science, and Neuroscience and Autism Science. These curated, high-level scientific talks feature leading scientists and mathematicians and are intended to foster discourse and drive discovery among the broader NYC-area research community. We invite those interested in the topic to join us for this weekly lecture series.
Integrability and universality are key concepts that underlie many developments in modern probability. Integrable probabilistic systems are very special — they possess additional structures that make them amenable to a detailed analysis. The universality principle states that probabilistic systems from the same ‘universality class’ share many features. Thus, generic systems must be similar to the integrable ones in the class. In this lecture, Alexei Borodin will illustrate how these two concepts work together in examples from random matrices to random interface growth.