logo Ecole de Physique des Houches

Summer school: Stochastic processes and random matrices July, 6 - 31 2015

photo les houches


The connections between stochastic processes and random matrix theory (RMT) have been a rapidly evolving subject during the last ten years where the continuous development of new tools has led to an avalanche of new results. The most emblematic example of such successful connections is provided by the theory of growth phenomena in the Kardar-Parisi-Zhang (KPZ) universality class. Other important instances include non-intersecting Brownian motions or processes governed by "1/f" noise, which are at the heart of disordered systems exhibiting a freezing transition. These breakthroughs have been made possible thanks, to a large extent, to the recent development of various new techniques in RMT. The goal of the school thus is to present the state of the art concepts of the field, with a special emphasis on the large spectrum of techniques and applications of RMT. Finally an important aspect of this school is that the topic of stochastic processes and RMT is at the interface of statistical physics and mathematics. Therefore this school aims at bringing together students (and researchers) from both communities.

Download Poster

Organizing Committee


For more information :
 Tel: +33 1 69 15 76 41
 Fax: +33 1 69 15 65 25