YEP 2006 (Young European Probabilists)
workshops
Workshop on
"Large deviations, random media,
and random matrices"
March 20-24, 2006
EURANDOM, Eindhoven, The Netherlands
Programme &Abstracts|
Participants
|Registration |
Practical Information |
Pictures
The YEP Workshop 2006 is the third in a series of three YEP workshops. The
two other YEP workshops were held in 2004 and 2005 on the topics of "Conformal
invariance, scaling limits and percolation" and "Self-similar random structures,
Hausdorff dimension and branching".
The YEP Workshop 2006 will be held on three topics which have been extremely
popular in the recent past: large deviations, disordered systems/random media,
and random matrices.
Ever since Donsker and Varadhan in the 1970s gave a general foundation to the
(even older) theory of large deviations there has been a constantly strong
interest in this field and the probability of an extraordinarily large deviation
from their expected behavior has been studied for many families of random
variables. In this workshop the focus will be on applications of large deviation
theory to two areas that have been coining modern probability theory in the
recent past. One is the field of disordered systems, the other one is the theory
of random matrices.
Since the description of magnetic substances by spin models (e.g.
the famous Ising model) had proven to be very successful physicists were tempted
to also try these models for a description of amorphous substances, such as
glass, or to explain the unconventional magnetic behavior of certain materials.
Their models pointed toward a new branch of probability theory concerning the
collective behavior of large families of random variables with random
correlations, for which one hopes to find new order structures. In particular,
the so called spin glass phase of the most famous of these models, the
Sherrington-Kirkpatrick model, seems to be very exciting and
complicated.
Random matrices is an active field of mathematics and physics. Initiated in the 1920s -1930s by statisticians and introduced to physics in the 1950s-1960s by Wigner and Dyson, the field became very active since the end of 1970s under impulses from quantum mechanics, probability theory, combinatorics, operator theory, and number theory. The theory deals with integrals over matrix measures defined on various sets of matrices of an arbitrary dimension. The integrals can often be interpreted in spectral terms related to eigenvalues and eigenvectors of random matrices, whose probability law is a matrix measure entering the integral.
The workshop will incorporate
Time will be given for individual meetings of participants following the problem sessions to exchange ideas and prepare collaborative problem solving efforts.
Monday-Tuesday-Wednesday-Thursday-Friday
Monday March 20, 2006
9.00 | Registration | |
10.10-10.15 | Welcome and opening | |
10.15-11.15 | Alice Guionnet | Minicourse I-1; Random matrices and combinatorics |
11.15-11.45 | Coffee/Tea break | |
11.45-12.45 | Alice Guionnet | Minicourse I-2; Random matrices and combinatorics |
12.45-15.00 | Lunch | |
15.00-15.45 | Boris Khoruzhenko | On absolute moments of characteristic polynomials of a certain class of complex random matrices |
15.45-16.30 | Franck Vermet | The capacity of q-state Potts neural networks with parallel retrieval dynamics |
16.30-17.00 | Coffee/Tea break | |
17.00-17.45 | Holger Kösters | Limit Theorems for the Diluted SK-Model |
Tuesday March 21, 2006
09.15-10.15 | Alice Guionnet | Minicourse I-3; Random matrices and combinatorics |
10.15-10.45 | Coffee/Tea break | |
10.45-11.45 | Alice Guionnet | Minicourse I-4; Random matrices and combinatorics |
11.45-12.00 | Coffee/Tea break | |
12.00-12.45 | Silke Rolles | Linearly edge-reinforced random walks |
12.45-15.00 | Lunch | |
15.00-16.00 | Wolfgang König | Problem Session I; Probabilistic approaches to large Boson systems |
16.00-16.30 | Coffee/Tea break | |
16.30-17.30 | Jamal Najim | Problem Session II; Large
Deviations for the Trace of powers of a Wigner Matrix. Exposition of the problem and a few suggestions to address special cases. |
17.30-17.45 | Coffee/Tea break | |
17.45-18.30 | Sandrine Peche | The largest eigenvalue of small rank deformation of large Wigner matrices |
Wednesday March 22, 2006
09.15-10.15 | Michal Praehofer | Minicourse II-1; Determinantal processes, random matrices, and nonequilibrium growth |
10.15-10.45 | Coffee/Tea break | |
10.45-11.45 | Michal Praehofer | Minicourse II-2; Determinantal processes, random matrices, and nonequilibrium growth |
11.45-12.00 | Coffee/Tea break | |
12.00-12.45 | Mylene Maida | How to deal with outliers ? |
12.45-15.00 | Lunch | |
15.00-16.00 | Franz Merkl | Problem Session III; Reinforced random walks: recent results and open problems |
16.00-16.30 | Coffee/Tea break | |
16.30-17.30 | Christian Giardina | Problem Sesion IV; Factorization properties for the quenched measure of spin-glasses |
17.30-17.45 | Coffee/Tea break | |
17.45-18.30 | Margherita Disertori | Rigorous Supersymmetric Approach to Random Matrix Problems |
Thursday 23, 2006
09.15-10.15 | Michal Praehofer | Minicourse II-3; Determinantal processes, random matrices, and nonequilibrium growth |
10.15-10.45 | Coffee/Tea break | |
10.45-11.45 | Michal Praehofer | Minicourse II-4; Determinantal processes, random matrices, and nonequilibrium growth |
11.45-12.00 | Coffee/Tea break | |
12.00-12.45 | Christof Külske | On semigroups acting on rate-functions of mean-field systems |
12.45-15.00 | Lunch | |
15.00-15.45 | Patrick Ferrari | Polynuclear growth on a falt substrate and edge scaling of GOE eigenvalues |
15.45-16.15 | Coffee/Tea break | |
16.15-17.00 | Michael Stolz | Random matrices, symmetric spaces and mesoscopic physics |
18.00 | Conference dinner |
Friday 24, 2006
09.15-10.00 | Maarten Vanlessen |
Universality for Laguerre type ensembles at the hard edge of the spectrum |
10.00-10.30 | Coffee/Tea break | |
10.30-11.15 | Jose Ferreras | The expected area of the filled Brownian loop is Pi/5 |
11.15-11.30 | Olivier Leveque | Determinants of random Cauchy matrices and capacity of wireless networks |
12.30 | Lunch |
There is no registration fee.
PLEASE REGISTER BY FILLING IN THE FORM
Conference Location
the workshop location is EURANDOM, Den Dolech 2, 5612 AZ Eindhoven, Laplace Building, 1st floor, LG 1.105.
EURANDOM is located on the campus of Eindhoven University of Technology, in the 'Laplacegebouw' building' (LG on the map). The university is located at 10 minutes walking distance from Eindhoven railway station (take the exit north side and walk towards the tall building on the right with the sign TU/e).
Travel
For those arriving by plane, there is a convenient train connection between Amsterdam Schiphol airport and Eindhoven, with only one change at Duivendrecht. This trip will take about two hours. For more detailed information, please consult the NS travel information pages or see EURANDOM web page location.
Many low cost carriers also fly to Eindhoven Airport. There is a bus connection to the Eindhoven central railway station from the airport. (Bus route number 401) For details on departure times consult http://www.9292ov.nl
The University can be reached easily by car from the highways leading to Eindhoven (for details, see our route descriptions or consult our map with highway connections
Hotel
EURANDOM made preliminary group reservations in
hotel Hampshire Inn, Stratumsedijk 23d/f, Eindhoven. Special price single room 82* euro, double room 92* euro(breakfast included)
Queen hotel, Markt 7, Eindhoven. Special price single room 80* euro, double room 95* euro (breakfast included)
* excl. tourist tax 3,50 euro per night
If you want EURANDOM to make a reservation, indicate the requested nights in the registration page.
For privat bookings we suggest to consult the web pages of the Tourist Information Eindhoven, Postbus 7, 5600 AA Eindhoven.
Lunches/dinner
March 20-24 lunches are being organised; free of costs for all participants, if ordered on the registration form.
On Thursday March 23 there will be a workshop dinner. For non-invitees an amount of 30 euro is requested, to be paid at arrival in cash (preferably exact amount in euros).
Contact
For more information please contact Mrs. Lucienne Coolen, workshop officer of EURANDOM, at coolen@eurandom.tue.nl
ORGANISERS
Prof. Dr. Matthias Löwe, Universität Münster (D),
maloewe@math.uni-muenster.de
Prof. Dr. math. Peter Eichelsbacher, Ruhr-Universität Bochum (D),
Peter.Eichelsbacher@ruhr-uni-bochum.de
This workshop is sponsored by
Last modified:
26-03-10
Maintained by Lucienne Coolen