Spectra of Sparse Non-Hermitian Random Matrices

Random matrix theory starts from the assumption that the large-scale behaviour of a complex system should be governed by its symmetries and the statistical properties of its parameters, and be relatively insensitive to the precise details of each interacting element. Read more

Transport fluctuations in integrable models out of equilibrium

The physics of many-body systems out of equilibrium poses some of the most challenging questions in modern science. Particularly novel behaviour occurs in one dimension, where integrability often strongly affects the non-equilibrium physics, and numerous conservation laws constrain the natural relaxation to stationary states. Read more

Synchronization of Chaos

The Dutch scientist Christiaan Huygens famously observed in 1665 that two pendulum-clocks situated in the same room would, over time, come to be synchronized. The explanation? The two clocks were actually interacting very weakly through movements of the floor. Read more

Bias-variance Trade-off in Portfolio Optimization

According to current international regulation, financial institutions are obliged to calculate the risk in their trading book on the basis of expected shortfall (ES), a risk measure which aims to capture risk from rare, low-probability events more effectively than earlier measures. Read more

Attractor dimension of time-averaged climate observables: insights from a low-order ocean-atmosphere model

The climate system involves a complex interplay between the ocean and atmosphere. Studies of this interplay typically rely on model simulations in comparison with time series data for some feature of oceanic and/or atmospheric circulation on a regional or larger scale. Read more

Modeling continuous time series with many zeros and an application to earthquakes

A leading model in earthquake forecasting is the epidemic-type aftershock sequence model, which takes the times and locations of future aftershocks to depend on previous earthquakes, with more recent earthquakes exerting more influence than older events. Read more

Announcing the LML Summer School 2019

The London Mathematical Laboratory (LML) invites applications to its 2019 Summer School. This will be held at the Abdus Salam International Centre for Theoretical Physics (ICTP) in Trieste, Italy from Monday 8th July to Friday 2nd August 2019.

Postgraduate students will spend four weeks researching a project under the supervision of LML Fellows and colleagues from the ICTP and the International School for Advanced Studies (SISSA). Project descriptions can be found here. Read more

Postdoctoral Fellow Yonatan Berman joins the LML Ergodicity Economics research programme

LML is delighted to announce that Yonatan Berman joins the Ergodicity Economics research programme as a Postdoctoral Fellow. Yonatan joins us from Paris School of Economics and has a PhD from Tel Aviv University. Read more

Reciprocity and success in academic careers

Since the 1950s, assessments of the quality and effectiveness of scientific research have increasingly rested on quantitative measures based on publication citations. Read more

A semi-parametric spatiotemporal Hawkes-type point process model with periodic background for crime data

Criminologists try to predict crime with a number of methods, such as “hot-spotting” – making maps of locations where crimes tend to occur – and epidemiological techniques based on the assumption that the local risk  of crime rises temporarily after a crime occurs. Read more