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Joint SISSA-ICTP Colloquium - Large Random Matrices and beyond - Alice Guionnet

Tuesday, 9 May, 2023 - 16:00

Tuesday May 9th 2023, 16:00 
Room 128-129, SISSA Main Building

Abstract: Large random matrices were born about a century ago in the work of the statitician Wishart to analyse big array of noisy datas. It was then shown in the fifties by Wigner and Dyson  to be a good model for the Hamiltonian of certain heavy nuclei, hence finding its way in quantum physics. Even more surprisingly, Montgomery gave a numerical evidence  that random matrices are intimately related with the zeroes of Riemann Zeta function in the seventies. During the last thirty years, random matrix theory  developed as a mature field. In this talk, after underlying a few other domains where random matrices play a central role, I will discuss the random matrix theory of Bernoulli  Matrices, presenting old and new results as well as open problems.

Alice Guionnet is a French  mathematician  known for her work in probability theory, in particular on large random matrices. She has been a pioneer in large deviation principles  and heavy tail distribution  of random matrices. She has held positions at the Courant Institute, Berkeley, MIT, and ENS (Paris). She is currently a Director of Research at ENS de Lyon. For her work she has received many  international  recognitions among which the Rollo Davidson Prize, the Loève Prize,  the  Blaise Pascal Medal of the European Academy of Sciences. In 2017 she was elected to the French Academy of Sciences and Academia Europaea.
In 2022 she was elected as an international member to the National Academy of Sciences (USA) and International Honorary Member  of the American Academy of Arts and Sciences (AAAS). She has been invited speaker at  the   European Congress of Mathematics (ECM)  2004, International Congress of Mathematics  (ICM)  2006. She has been  plenary speaker at the  International Congress of Mathematical Physics 2009,  IEEE ISIT 2019, ECM 2020  and  ICM 2022.