Extreme value problems in random matrix theory and other disordered systems
Extreme value problems in random matrix theory and other disordered systems
We review some applications of central limit theorems and extreme values statistics in the context of disordered systems. We discuss several problems, in particular concerning random matrix theory and the generalization of the Tracyā€“Widom distribution when the disorder has 'fat tails'. We underline the relevance of power-law tails for directed ā€¦