Exceptionnellement, ce séminaire est commun aux probabilistes et statisticiens.

Abstract: A first part of the talk will present results with Romain Cosson on the value of zero-sum two-player games for random payoff matrices with specific distributions (Gaussian and random orthogonal), confirming predictions from the 80’s about its dependence on the matrix dimensions.

A second part of the talk will discuss results with Sushil Varma, Louis Vassaux and Irène Waldspurger on a convex relaxation from permutation matrices to bi-stochastic matrices for the alignment of two random correlated Wigner matrices.