1/3 scaling exponent and non-gaussian limit laws

21.11.2022, 14:00  –  Campus Golm, Haus 9, Raum 2.22 & Zoom
Forschungsseminar Wahrscheinlichkeitstheorie

Peter Nejjar (Bonn Uni./Potsdam Uni.)

The standard CLT is characterized by a fluctuation exponent of one half and a gaussian limit distribution. We will discuss several examples, e.g. of random growth models and interacting paticle systems , where the fluctuation exponent is one third rather than one half, and the limit law is a so-called Tracy-Widom distribution, which, surprisingly, has first appeared in the study of random matrices.

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