From solitaire card games to the largest eigenvalue through the longest increasing subsequence

Dr. Leonard Choup

Department of Mathematical Sciences
University of Alabama in Huntsville

February 22, 2008
219 Shelby Center
1:30 PM (Refreshments at 1:00)

Abstract

We present the aspect of Random Matrix Theory dealing with the probability distribution functions of the largest eigenvalues. We introduce through the solitaire card game, an illustration of such distribution. This example closely related to the distribution of the length of the longest increasing subsequence in a random permutation enables us to make connections with the random matrix theory distribution functions.