An Isaac Newton Institute Workshop

First-Passage and Extreme Value Problems in Random Processes

Extreme value problems in random matrix theory, spin glasses and directed polymers

27th June 2006

Author: Bouchaud, J-P (CEA Saclay)

Abstract

We will review a few applications of extreme values in the theory of disordered systems and mention several open problems, in particular concerning the generalisation of Parisi's solution or of the Tracy-Widom distribution when the disorder has "fat tails".