Universality in numerical computation

Universality in numerical computation

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Percy Deift, New York University, Courant Institute of Mathematical Sciences
Fine Hall 214

The speaker will discuss a variety of universality results in numerical computation with random data. It turns out that for many standard algorithms the fluctuations in the time it takes to achieve a given accuracy are universal, independent of the statistical assumptions on the data. Some of the results presented are numerical, and some are analytical. 

This is joint work with a number of authors over the last 6 or 7 years, but mostly with Tom Trogdon.