Random Matrices

After his teatime conversation with Hugh Montgomery, Freeman Dyson wrote this letter to Atle Selberg with references showing that the pair-correlation of the zeros of the zeta function is identical to that of the eigenvalues of a random matrix.

In early April 1972, Hugh Montgomery, who had been a Member in the School of Mathematics the previous year, stopped by the Institute to share a new result with Atle Selberg, a Professor in the School. The discussion between Montgomery and Selberg involved Montgomery’s work on the zeros of the Riemann zeta function, which is connected to the pattern of the prime numbers in number theory. Generations of mathematicians at the Institute and elsewhere have tried to prove the Riemann Hypothesis, which conjectures that the non-trivial zeros (those that are not easy to find) of the Riemann zeta function lie on the critical line with real part equal to 1⁄2.

Montgomery had found that the statistical distribution of the zeros on the critical line of the Riemann zeta function has a certain property, now called Montgomery’s pair correlation conjecture. He explained that the zeros tend to repel between neighboring levels. At teatime, Montgomery mentioned his result to Freeman Dyson, Professor in the School of Natural Sciences.

In the 1960s, Dyson had worked on random matrix theory, which was proposed by physicist Eugene Wigner in 1951 to describe nuclear physics. The quantum mechanics of a heavy nucleus is complex and poorly understood. Wigner made a bold conjecture that the statistics of the energy levels could be captured by random matrices. Because of Dyson’s work on random matrices, the distribution or the statistical behavior of the eigenvalues of these matrices has been understood since the 1960s.

Robbert Dijkgraaf will become the ninth Director of the Institute, as of July 1, 2012.

On November 14, the Institute for Advanced Study announced the appointment of Robbert Dijkgraaf as its ninth Director, succeeding, as of July 1, 2012, Peter Goddard, who has served as Director since January 2004.

Below, Dijkgraaf speaks about his enthusiasm for the Institute and for using knowledge, creativity, and collaboration to further our understanding of a world of diverse facts, structures, ideas, and cultures.

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I am delighted to come to the Institute for Advanced Study, one of the intellectual centers of the world. The position of Director is highly distinguished, and the list of former Directors is quite intimidating. But I am particularly looking forward to combining at the highest level three elements that have been important in my professional life: the opportunity to collaborate with the very best scientists and scholars; to organize a stimulating environment for great talent from around the world; and to play an active role in science education, advocacy, and diplomacy to engage future generations.

Taking up my appointment as Director of the Institute will feel a bit like coming home. My family and I have only the best recollections of our stays in Princeton. I also expect that in many ways my life will become more focused. My present position as President of the Royal Netherlands Academy of Arts and Sciences requires giving attention to many different areas, from elementary school programs to industrial affairs, from government policy to international relations. The Institute is remarkably effective as a place for concentration and inspiration.