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Explore how traditional diffusion theory breaks down when studying extreme particles in large-scale systems through this 57-minute mathematical lecture. Discover why Einstein's well-established random walk theory fails to predict the statistical behavior of the fastest and furthest-moving particles in multi-particle diffusion systems. Learn about a revolutionary new theory of extreme diffusion that captures the effects of hidden environmental factors influencing particle movement and enables investigation of these environments through extreme particle analysis. Examine the mathematical foundation underlying this breakthrough, including a non-commutative binomial theorem, while gaining insights into connections with integrable probability, quantum integrable systems, and stochastic partial differential equations. Delve into research that challenges two centuries of understanding since Robert Brown's original observations of pollen grain motion in water, presented by a leading expert in probability theory and mathematical physics.
Syllabus
Ivan Corwin: Extreme Diffusion (October 17, 2025)
Taught by
Simons Foundation