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BEGIN:VEVENT
UID:1-354@lptms.universite-paris-saclay.fr
DTSTART:20150420T143000Z
DTEND:20150420T153000Z
DTSTAMP:20150410T080258Z
URL:http://www.lptms.universite-paris-saclay.fr/seminars/tri-seminaire-de-
 physique-statistique-amir-dembo/
SUMMARY:Tri-séminaire de Physique Statistique : Amir Dembo - LPTMS\, salle
  201\, 2ème étage\, Bât 100\, Campus d'Orsay - 20 Avr 15 14:30
DESCRIPTION:Matrix optimization under random external fields\nAmir Dembo\, 
 Stanford University\nConsider the problem of maximizing the quadratic form
  &lt\;x\,Wx&gt\; + &lt\;h\,x&gt\; over unit norm n-dimensional vectors x\,
  where W is a Wigner matrix which is independent of the Gaussian vector h 
 whose entries are independent and identically distributed. Two recent stud
 ies of the large n asymptotic probability of deviations of such maximum fr
 om its typical value\, take very different approaches. Fyodorov and Le Dou
 ssal (2014) use the replica method of statistical physics\, whereas Dembo 
 and Zeitouni (2015) rely instead on the mathematical theory of large devia
 tions. I will describe the main points of the latter\, using this specific
  example also to illustrate some of the differences\, strength and weaknes
 ses of each approach.
CATEGORIES:seminars
LOCATION:LPTMS\, salle 201\, 2ème étage\, Bât 100\, Campus d'Orsay\, 15 
 Rue Georges Clemenceau\, Orsay\, 91405\, France
GEO:48.698185;2.181768
X-APPLE-STRUCTURED-LOCATION;VALUE=URI;X-ADDRESS=15 Rue Georges Clemenceau\,
  Orsay\, 91405\, France;X-APPLE-RADIUS=100;X-TITLE=LPTMS\, salle 201\, 2è
 me étage\, Bât 100\, Campus d'Orsay:geo:48.698185,2.181768
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