Alice Guionnet, recipient of the 2020 ERC Advanced Grant

The European Research Council (ERC) has just communicated the list of beneficiaries of the Advanced grants. Each recipient will have up to ¤2.5 million over five years for his or her research project. Among the 185 projects funded is the LDRam project by Alice Guionnet. Large deviations theory develops the art of estimating the probability of rare events. The classical theory concentrates on the study of the probability of deviating from the behavior predicted by the law of large numbers, namely the probability that the empirical mean of independent variables differs from its expectation. Such a classical framework does not apply in random matrix theory where one deals with complicated functions of independent variables or strongly interacting random variables, for instance the eigenvalues of a matrix with independent entries. During the last twenty years, important advances have allowed to analyze large deviations for a few specific models of random matrices, but a full understanding of these questions is still missing.
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