Difference between revisions of "Random Matrices"

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* '''Free probability'''
 
* '''Free probability'''
 
** 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
 
** 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
** Roland Speicher.  [http://www.mast.queensu.ca/~speicher/papers/lectures-IHP.pdf Combinatorics of free probability lecture notes], IHP, 1999.
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** Roland Speicher.  [http://www.mast.queensu.ca/~speicher/papers/lectures-IHP.pdf Combinatorics of free probability], lecture notes, IHP, 1999.
 
* '''Applications'''
 
* '''Applications'''
 
** ''The planted clique problem'': S. Brubaker and S. Vempala.  Random tensors and planted cliques, [http://arxiv.org/abs/0905.2381 arXiv:0905.2381].
 
** ''The planted clique problem'': S. Brubaker and S. Vempala.  Random tensors and planted cliques, [http://arxiv.org/abs/0905.2381 arXiv:0905.2381].

Revision as of 04:58, 1 April 2011

Spring 2011, Thursdays 10:30-12 in Room CSE 128

§1.* Preparatory material Self-study
§2.1 Concentration of measure Punya (starts April 7)
§2.2 Central limit theorem Lukas
§2.3 Operator norms Dennis
§2.4 Semicircle law Marzieh
§2.5 Free probability Aram

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References