Random Matrix Theory (RMT) has emerged as a potent framework to characterise the statistical properties of eigenvalues in large complex systems, bridging disciplines from quantum physics to number ...

We place ourselves in the setting of high-dimensional statistical inference where the number of variables p in a dataset of interest is of the same order of magnitude as the number of observations n.

Research of the probability and statistics group includes particle systems, theoretical statistics, non-conventional random walks, random matrix theory, and random polynomials. Research interests also ...

My research is in Random Matrix Theory - in particular looking at the eigenvalue statistics and properties of characteristic polynomials of various random matrix ensembles. Many of our academics speak ...

Jointly funded by the Clay Mathematics Institute and the Heilbronn Institute for Mathematical Research. Influential conjectures from quantum chaos state that the spectral properties of chaotic systems ...