JOINT ICTP/SISSA STATISTICAL PHYSICS SEMINAR: "Extreme Eigenvalues of Random Matrices"

[Statistical Physics Group]

  JOINT ICTP/SISSA STATISTICAL PHYSICS SEMINAR

Tuesday, 31 March 2009   -    12:30 hrs

  Seminar Room

ICTP Leonardo Building - 1st floor

Satya MAJUMDAR

  (Orsay, Paris)

"Extreme Eigenvalues of Random Matrices"

Abstract

The statistical properties of the extreme (maximum/minimum)  
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 developments  
on the theory of extremely rare fluctuations of the largest  
eigenvalue and its various applications.