Universality in numerical computations with random data. Analytical results.

Universality in numerical computations with random data. Analytical results. - Percy Deift

Percy Deift
New York University
October 19, 2016
This is joint work with Tom Trogdon. Here the author shows how to prove universality rigorously for certain numerical algorithms of the type described in the first lecture. The proofs rely on recent state of the art results from random matrix theory.