Speaker
Pierpaolo Vivo
(LPTMS, Universite Paris-Sud)
Description
I present an overview of recent developments of Random
Matrix Theory (RMT) to different problems arising in finance,
biology, mathematics, telecommunications and elsewhere.
Originally rooted in nuclear physics in the 50s, RMT has
become a very important tool for scientists working at the
interface between several disciplines, with an impressive
number of recent developments. Spectral properties of
matrices with random entries can be studied analytically in
some cases. I will introduce and discuss the so-called
'constrained Coulomb gas method' which has helped solving
many problems involving linear statistics on the eigenvalues
in a very transparent and physically sound way. An outlook
on possible future developments is also offered.
