La prévision d'événements extrêmes est une question cruciale dans des domaines divers allant de la météorologie à la finance. Trois classes d'universalité (Gumbel, Fréchet et Weibull) ont été identifiées pour des variables aléatoires indépendantes et de distribution identique (i.i.d.).La modélisation par des variables aléatoires i.i.d., notamment avec le modèle d'énergie aléatoire de Derrida, a permis d'améliorer la compréhension des systèmes désordonnés. Cette hypothèse n'est toutefois pas valide pour de nombreux systèmes physiques qui présentent de fortes corrélations. Dans cette thèse, nous étudions trois modèles physiques de variables aléatoires fortement corrélées : des fermions piégés,des matrices aléatoires et des marches aléatoires. Dans la première partie, nous montrons plusieurs correspondances exactes entre l'état fondamental d'un gaz de Fermi piégé et des ensembles de matrices aléatoires. Le gaz Fermi est inhomogène dans le potentiel de piégeage et sa densité présente un bord fini au-delà duquel elle devient essentiellement nulle. Nous développons une description précise des statistiques spatiales à proximité de ce bord, qui va au-delà des approximations semi-classiques standards (telle que l'approximation de la densité locale). Nous appliquons ces résultats afin de calculer les statistiques de la position du fermion le plus éloigné du centre du piège, le nombre de fermions dans un domaine donné (statistiques de comptage) et l'entropie d'intrication correspondante. Notre analyse fournit également des solutions à des problèmes ouverts de valeurs extrêmes dans la théorie des matrices aléatoires. Nous obtenons par exemple une description complète des fluctuations de la plus grande valeur propre de l'ensemble complexe de Ginibre.Dans la deuxième partie de la thèse, nous étudions les questions de valeurs extrêmes pour des marches aléatoires. Nous considérons les statistiques d'écarts entre positions maximales consécutives (gaps), ce qui nécessite de prendre en compte explicitement le caractère discret du processus. Cette question ne peut être résolue en utilisant la convergence du processus avec son pendant continu, le mouvement Brownien. Nous obtenons des résultats analytiques explicites pour ces statistiques de gaps lorsque la distribution de sauts est donnée par la loi de Laplace et réalisons des simulations numériques suggérant l'universalité de ces résultats. / Predicting the occurrence of extreme events is a crucial issue in many contexts, ranging from meteorology to finance. For independent and identically distributed (i.i.d.) random variables, three universality classes were identified (Gumbel, Fréchet and Weibull) for the distribution of the maximum. While modelling disordered systems by i.i.d. random variables has been successful with Derrida's random energy model, this hypothesis fail for many physical systems which display strong correlations. In this thesis, we study three physically relevant models of strongly correlated random variables: trapped fermions, random matrices and random walks.In the first part, we show several exact mappings between the ground state of a trapped Fermi gas and ensembles of random matrix theory. The Fermi gas is inhomogeneous in the trapping potential and in particular there is a finite edge beyond which its density vanishes. Going beyond standard semi-classical techniques (such as local density approximation), we develop a precise description of the spatial statistics close to the edge. This description holds for a large universality class of hard edge potentials. We apply these results to compute the statistics of the position of the fermion the farthest away from the centre of the trap, the number of fermions in a given domain (full counting statistics) and the related bipartite entanglement entropy. Our analysis also provides solutions to open problems of extreme value statistics in random matrix theory. We obtain for instance a complete description of the fluctuations of the largest eigenvalue in the complex Ginibre ensemble.In the second part of the thesis, we study extreme value questions for random walks. We consider the gap statistics, which requires to take explicitly into account the discreteness of the process. This question cannot be solved using the convergence of the process to its continuous counterpart, the Brownian motion. We obtain explicit analytical results for the gap statistics of the walk with a Laplace distribution of jumps and provide numerical evidence suggesting the universality of these results.

Ultracold atomic systems have provided an ideal platform to study the physics of strongly interacting many body systems in an unprecedentedly controlled and clean environment. And, since fermions are the building blocks of visible matter, being naturally motivated we focus on the physics of ultracold fermionic systems in this thesis. There have been many recent experimental developments in these systems such as the creation of synthetic gauge fields, realization of dimensional crossover and realization of systems with synthetic dimensions. These developments pose many open theoretical questions, some of which we address in this thesis. We start the discussion by studying the spectral function of an ideal spin-12 Fermi gas in a harmonic trap in any dimensions. We discuss the performance of the local density approximation (LDA) in calculating the spectral function of the system by comparing it to exact numerical results. We show that the LDA gives better results for larger number of particles and in higher dimensions. Fermionic systems with quasi two dimensional geometry are of great importance because of their connections to the high-Tc superconducting cuprate materials. Keeping this in mind, we consider a spin-12 fermionic system in three dimensions interacting with a contact interaction and confined by a one dimensional optical potential in one direction. Using the Bogoliubov-de Gennes formalism, we show that with increasing the depth of the optical potential the three dimensional superfluid evolves into a two dimensional one by looking at the shifts in the radio-frequency spectrum of the system and the change in the binding energy of the pairs that are formed. The next topic of interest is studying the effect of synthetic gauge fields on the ultracold fermionic systems. We show that a synthetic non-Abelian Rashba type gauge field has experimentally observable signatures on the size and shape of a cloud of a system of non-interacting spin-12 Fermi system in a harmonic trap. Also, the synthetic gauge field in conjunction with the harmonic potential gives rise to ample possibilities of generating novel quantum Hamiltonians like the spherical geometry quantum Hall, magnetic monopoles etc. We then address the physics of fermions in “synthetic dimensions”. The hyperfine states of atoms loaded in a one dimensional optical lattice can be used as an extra dimension, called the synthetic dimension (SD), by using Raman coupling. This way a finite strip Hofstadter model is realized with a tunable flux per plaquette. The experimental realization of the SD system is most naturally possible in systems which also have SU(M) symmetric interactions between the fermions. The SU(M) symmetric interactions manifest as long-ranged along the synthetic dimension and is the root cause of all the novel physics in these systems. This rich physics is revealed by a mapping of the Hamiltonian of the system to a system of particles interacting via an SU(M) symmetric interaction under the influence of an SU(M) Zeeman field and a non-Abelian SU(M) gauge field. For example, this equivalence brings out the possibility of generating a non-local interaction between the particles at different sites; while the gauge filed mitigates the baryon (SU(M) singlet M-body bound states) breaking effect of the Zeeman field. As a result, the site localized SU(M) singlet baryon gets deformed and forms a “squished baryon”. Also, finite momentum dimers and resonance like states are formed in the system. Many body physics in the SD system is then studied using both analytical and numerical (Density Matrix Renormalization Group) techniques. This study reveals fascinating possibilities such as the formation of Fulde-Ferrell-Larkin-Ovchinnikov states even without any “imbalance” and the possibility to evolve a “ferromagnet” to a “superfluid” by the application of a magnetic field. Other novel fermionic phases with quasi-condensates of squished baryons are also demonstrated. In summary, the topics addressed in this thesis demonstrate the possibilities and versatilities of the ultracold fermionic systems used in conjunction with synthetic gauge fields and dimensions