Rare events in random matrix theory

  • Alice Guionnet

    ENS de Lyon, CNRS, France
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The uses of random matrix models have spread in many domains of mathematics, physics and computer science. As a consequence, the theory of large random matrices has grown into a diverse and mature field during the last 40 years, yielding answers to increasingly sophisticated questions. In these proceedings, we discuss the applications of large deviations techniques in random matrix theory.