Large Deviation of the Top Eigenvalue of a Random Matrix
by
Prof.Satya Majumdar(Directeur de Recherche, CNRS, Universite Paris-Sud (ORSAY), FRANCE.)
→
Europe/Stockholm
Nordita seminar room
Nordita seminar room
Description
The statistical properties of the largest eigenvalue of a
random matrix are of interest in diverse fields ranging from
disordered systems to statistical data analysis and even to
string theory. In this talk I'll discuss some recent
developements on the theory of extremely rare fluctuations
of the largest eigenvalue and its various applications.
