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Stochastic seminar: Musical chairs dynamics

Date: Friday, October 29, 2021 14:00 - 15:15
Speaker: Guillaume Dubach
Location: Mondi Seminar Room 2, Central Building
Series: Stochastic Seminar

N players are waiting on the real line. When the music starts, all of them move upwards and start dancing in the upper complex plane. After a time, one of them leaves the game and diverges to infinity, whereas the others go slowly back to (N-1) locations on the real line. End of the game. We will present a random matrix model whose eigenvalues evolve according to this musical chairs dynamic, and establish a few rigorous results. In particular, we will (partially) answer the natural question: how long do they dance before one of them is eventually ejected?. Joint work with L. Erds.


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