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