On the top eigenvalue and density of states of heavy tailed random matrices: theory and comparison to financial data

Hosted by:

The London Triangle

Speaker:

Giulio Biroli, CEA Saclay

Starts:

November 27, 2007 at 04:00 pm

Ends:

November 27, 2007 at 05:00 pm

Location:

Brunel University, Department of Mathematical Sciences, Room M128, Kingston Lane, Uxbridge, Middlesex, UB8 3PH United Kingdom

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Contact person:

London Triangle

Email:

triangle [ at ] mth.kcl.ac.uk