Project description
Developing a theory of large devaiations to include complex functions of independent variables
The theory of large deviations is concerned with estimating the probability of rare events. The theory can address the question of how quickly the probability of observing a behaviour different than the one predicted by the law of large numbers decays to zero. Despite progress in the field, classical results from large deviations do not apply to complex functions of independent variables such as the eigenvalues of random matrices. The aim of the EU-funded LDRaM project is to develop a theory that describes a broad range of random matrix models. The project's results will have important implications not only for probability theory and operator algebra but also for theoretical physics, statistics and statistical learning.
Objective
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 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.
Fields of science (EuroSciVoc)
CORDIS classifies projects with EuroSciVoc, a multilingual taxonomy of fields of science, through a semi-automatic process based on NLP techniques. See: The European Science Vocabulary.
CORDIS classifies projects with EuroSciVoc, a multilingual taxonomy of fields of science, through a semi-automatic process based on NLP techniques. See: The European Science Vocabulary.
- natural sciences mathematics pure mathematics algebra
- natural sciences mathematics applied mathematics statistics and probability
- social sciences law
You need to log in or register to use this function
We are sorry... an unexpected error occurred during execution.
You need to be authenticated. Your session might have expired.
Thank you for your feedback. You will soon receive an email to confirm the submission. If you have selected to be notified about the reporting status, you will also be contacted when the reporting status will change.
Programme(s)
Multi-annual funding programmes that define the EU’s priorities for research and innovation.
Multi-annual funding programmes that define the EU’s priorities for research and innovation.
-
H2020-EU.1.1. - EXCELLENT SCIENCE - European Research Council (ERC)
MAIN PROGRAMME
See all projects funded under this programme
Topic(s)
Calls for proposals are divided into topics. A topic defines a specific subject or area for which applicants can submit proposals. The description of a topic comprises its specific scope and the expected impact of the funded project.
Calls for proposals are divided into topics. A topic defines a specific subject or area for which applicants can submit proposals. The description of a topic comprises its specific scope and the expected impact of the funded project.
Funding Scheme
Funding scheme (or “Type of Action”) inside a programme with common features. It specifies: the scope of what is funded; the reimbursement rate; specific evaluation criteria to qualify for funding; and the use of simplified forms of costs like lump sums.
Funding scheme (or “Type of Action”) inside a programme with common features. It specifies: the scope of what is funded; the reimbursement rate; specific evaluation criteria to qualify for funding; and the use of simplified forms of costs like lump sums.
ERC-ADG - Advanced Grant
See all projects funded under this funding scheme
Call for proposal
Procedure for inviting applicants to submit project proposals, with the aim of receiving EU funding.
Procedure for inviting applicants to submit project proposals, with the aim of receiving EU funding.
(opens in new window) ERC-2019-ADG
See all projects funded under this callHost institution
Net EU financial contribution. The sum of money that the participant receives, deducted by the EU contribution to its linked third party. It considers the distribution of the EU financial contribution between direct beneficiaries of the project and other types of participants, like third-party participants.
75794 PARIS
France
The total costs incurred by this organisation to participate in the project, including direct and indirect costs. This amount is a subset of the overall project budget.