Lecture by Louis-Pierre Arguin, 2015 André-Aisenstadt Prize Recipient

01/15/2016 - 16:00
01/15/2016 - 17:00
Speaker: 
Louis-Pierre Arguin (Université de Montréal & CUNY, Baruch College and Graduate Center)
Location: 
Centre de recherches mathématiques, Pavillon André-Aisenstadt-Université de Montréal, 2920, chemin de la Tour- Salle / Room 6254
Abstract: 

Maximum of strongly correlated random variables
One of the main goal of probability theory is to find "universal laws". This is well-illustrated by the Law of Large Numbers and the Central Limit Theorem, dating back to the 18th century, which show convergence of the sum of random variables with minimal assumptions on their distributions. Much of current research in probability is concerned with finding universal laws for the maximum of random variables. One universality class of interest (in mathematics and in physics) consists of stochastic processes whose correlations decay logarithmically with the distance. In this talk, we will survey recent results on the subject and their connection to problems in mathematics such as the maxima of the Riemann zeta function on the critical line and of the characteristic polynomial of random matrices.
 

** Présentation en français avec diapos en anglais. **

Le café sera servi à 15h30 et une réception suivra la conférence au Salon Maurice-L’Abbé (salle 6245).
Coffee will be served before the conference and a reception will follow at Salon Maurice-L’Abbé (Room 6245).

Last edited by on Thu, 01/07/2016 - 16:45