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Large deviation of the top eigenvalue of a random matrix

Monday 21st April 2008 - 16:30 to 17:30
INI Seminar Room 1

The statistical properties of the largest eigenvalue of a random matrix are of interest in diverse fields ranging from disordered systems 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.

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University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons