Starts 31 Mar 2009 13:30
Ends 31 Mar 2009 20:00
Central European Time
ICTP
Leonardo da Vinci Building Seminar Room
Strada Costiera, 11 I - 34151 Trieste (Italy)
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.