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2024-03-28T16:48:55Z
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http://abstract.cs.washington.edu/wiki/index.php?title=Random_Matrices&diff=8462
Random Matrices
2011-04-01T04:58:34Z
<p>Aram: changed speicher reference</p>
<hr />
<div>Spring 2011, Thursdays 10:30-12 in Room CSE 128<br />
<br />
{| class="wikitable"<br />
|-<br />
| §1.*<br />
| Preparatory material<br />
| Self-study<br />
|-<br />
| §2.1<br />
| Concentration of measure<br />
| Punya (starts April 7)<br />
|-<br />
| §2.2<br />
| Central limit theorem<br />
| Lukas<br />
|-<br />
| §2.3<br />
| Operator norms<br />
| Dennis<br />
|-<br />
| §2.4<br />
| Semicircle law<br />
| Marzieh<br />
|-<br />
| §2.5<br />
| Free probability<br />
| Aram<br />
|}<br />
<br />
'''To edit this page:''' you need a wiki account. Contact [mailto:aram@cs.washington.edu Aram] or [mailto:punya@cs.washington.edu Punya] for this.<br />
<br />
===References===<br />
* Terry Tao. [http://terrytao.wordpress.com/books/topics-in-random-matrix-theory/ Topics in random matrix theory]<br />
* '''Concentration of measure'''<br />
** Michel Talagrand. Concentration of measure and isoperimetric inequalities in product spaces, Publ. Math. I.H.E.S. 81, 1995, 73-203. [http://arxiv.org/abs/math/9406212 arXiv:math/9406212]<br />
** Michel Ledoux. [http://www.amazon.com/Concentration-Measure-Phenomenon-Michel-Ledoux/dp/0821828649 The Concentration of Measure Phenomenon], AMS 2001.<br />
** The [http://en.wikipedia.org/wiki/Concentration_of_measure wikipedia entry].<br />
* '''Free probability'''<br />
** Alexandru Nica, Roland Speicher: [http://books.google.com/books?id=zsw_-E-QrOkC&lpg=PP1&ots=vUVLVD-n-Y&dq=lectures%20on%20the%20Combinatorics%20of%20Free%20Probability&pg=PP1#v=onepage&q&f=false Lectures on the Combinatorics of Free Probability]. Cambridge University Press, 2006<br />
** Roland Speicher. [http://www.mast.queensu.ca/~speicher/papers/lectures-IHP.pdf Combinatorics of free probability], lecture notes, IHP, 1999.<br />
* '''Applications'''<br />
** ''The planted clique problem'': S. Brubaker and S. Vempala. Random tensors and planted cliques, [http://arxiv.org/abs/0905.2381 arXiv:0905.2381].</div>
Aram
http://abstract.cs.washington.edu/wiki/index.php?title=Random_Matrices&diff=8461
Random Matrices
2011-04-01T04:55:40Z
<p>Aram: added references</p>
<hr />
<div>Spring 2011, Thursdays 10:30-12 in Room CSE 128<br />
<br />
{| class="wikitable"<br />
|-<br />
| §1.*<br />
| Preparatory material<br />
| Self-study<br />
|-<br />
| §2.1<br />
| Concentration of measure<br />
| Punya (starts April 7)<br />
|-<br />
| §2.2<br />
| Central limit theorem<br />
| Lukas<br />
|-<br />
| §2.3<br />
| Operator norms<br />
| Dennis<br />
|-<br />
| §2.4<br />
| Semicircle law<br />
| Marzieh<br />
|-<br />
| §2.5<br />
| Free probability<br />
| Aram<br />
|}<br />
<br />
'''To edit this page:''' you need a wiki account. Contact [mailto:aram@cs.washington.edu Aram] or [mailto:punya@cs.washington.edu Punya] for this.<br />
<br />
===References===<br />
* Terry Tao. [http://terrytao.wordpress.com/books/topics-in-random-matrix-theory/ Topics in random matrix theory]<br />
* '''Concentration of measure'''<br />
** Michel Talagrand. Concentration of measure and isoperimetric inequalities in product spaces, Publ. Math. I.H.E.S. 81, 1995, 73-203. [http://arxiv.org/abs/math/9406212 arXiv:math/9406212]<br />
** Michel Ledoux. [http://www.amazon.com/Concentration-Measure-Phenomenon-Michel-Ledoux/dp/0821828649 The Concentration of Measure Phenomenon], AMS 2001.<br />
** The [http://en.wikipedia.org/wiki/Concentration_of_measure wikipedia entry].<br />
* '''Free probability'''<br />
** Alexandru Nica, Roland Speicher: [http://books.google.com/books?id=zsw_-E-QrOkC&lpg=PP1&ots=vUVLVD-n-Y&dq=lectures%20on%20the%20Combinatorics%20of%20Free%20Probability&pg=PP1#v=onepage&q&f=false Lectures on the Combinatorics of Free Probability]. Cambridge University Press, 2006<br />
** Roland Speicher. [http://www.mast.queensu.ca/~speicher/papers/lectures-IHP.pdf Combinatorics of free probability lecture notes], IHP, 1999.<br />
* '''Applications'''<br />
** ''The planted clique problem'': S. Brubaker and S. Vempala. Random tensors and planted cliques, [http://arxiv.org/abs/0905.2381 arXiv:0905.2381].</div>
Aram