YEP 2006 (Young European Probabilists)

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 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.



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).


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 

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


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.


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). 


For more information please contact Mrs. Lucienne Coolen, workshop officer of  EURANDOM, at


Prof. Dr. Matthias Löwe, Universität Münster (D),
Prof. Dr. math. Peter Eichelsbacher, Ruhr-Universität Bochum (D),

This workshop is sponsored by


Last modified: 26-03-10
Maintained by Lucienne Coolen