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.
LDRam Project: Large Deviations in Random Matrix Theory
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. The object of this project is to develop such a theory. Two notable examples motivate this project. The first is to understand how the distribution of the entries of a random matrix affects the probability of the rare events of its spectrum as its dimension goes to infinity. The second is to prove in great generality the convergence of matrix integrals and Voiculescu's microstates entropy, as well as analyze their limit. The impact of this project would go beyond probability and operator algebra as it would apply to other fields such as theoretical physics, statistics and statistical learning.
Alice Guionnet is currently Director of Research at the CNRS in the Unit of Pure and Applied Mathematics (UMPA), member of the Probabilities team, one of the 3 laboratories of Labex MILYON. Since 2016, she has also been the Director of the UMPA.