Overview
The statistics of rare events, and in particular Extreme Value Statistics, is by now a longstanding issue in the fields of engineering, finance or environmental sciences where rare and extreme events may have drastic consequences. After recent significant advances in the theory of complex and disordered systems, Extreme Value Statistics plays now a crucial role in statistical physics. It is thus not surprising that Extreme Value Statistics has emerged as an important problem in various areas of physics such as spin-glasses, fluctuating interfaces, polymers in random media, random binary-tree searches, random growth and combinatorial models and level-density problems of ideal quantum gases amongst others.
For these reasons there is currently a wide interest for the statistics of rare and extreme events in statistical physics. It was in particular realized that, in many cases, the correlations between the different degrees of freedom play a crucial role in the understanding of these extreme fluctuations. Prototypes of such instances are the Tracy-Widom distributions which describe the fluctuations of the largest eigenvalue of Wigner random matrices, and which were found to occur in many different models of statistical physics.
The goal of this conference is to bring together researchers who have made significant progresses in this rapidly evolving field of research.
Invited Speakers
- Jean-Marc Azais (Toulouse, France)
Rice method for the extremes of Gaussian random fields - Éric Bertin (Lyon, France)
Renormalization group approach to the statistics of extreme values and sums - Jean-Philippe Bouchaud (Palaiseau, France)
Correlations of extremes -- copula, what copula ? - Zdzislaw Burda (Krakow, Poland)
Universal behavior of eigenvalues of the product of random Gaussian matrices near the edge - Theodore Burkhardt (Philadelphia, USA)
Extreme value statistics of random acceleration and related processes - Alain Comtet (Orsay, France)
Distribution of the ground state energy in a one dimensional random potential - Bernard Derrida (Paris, France)
Statistics at the tip of a branching random walk and simple models of evolution with selection - Yan Fyodorov (Nottingham, Great-Britain)
Fluctuation properties of 1/f noise: from Statistical Mechanics to Random Matrices, Riemann-zeta function, and Burgers Turbulence - Joachim Krug (Köln, Germany)
Records statistics in time series with drift: Theory and applications - Pierre Le Doussal (Paris, France)
Exact results for the Directed Polymer and KPZ growth from the Bethe Ansatz - Serguei Nechaev (Orsay, France)
Statistics of noncoding RNAs: alignment and secondary structure prediction - Zoltan Racz (Budapest, Hungary)
Order statistics of 1/f^(alpha) signals - Sidney Redner (Boston, USA)
Dynamics of Predatory Random Walkers - Alberto Rosso (Orsay, France)
Anomalous dynamics: Extremes for non-Markovian processes - Craig Tracy (Davis, USA)
I : The Distributions of Random Matrix Theory and their Applications
II : Turbulent Liquid Crystals, KPZ Universality, and the Asymmetric Simple Exclusion Process - Mathieu Vrac (Saclay, France)
Statistical extreme value theory: applications in downscaling of precipitation - Pascal Yiou (Saclay, France)
Climate extreme events: an overview of physical and statistical challenges
