Difference between revisions of "Random Matrices"
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− | Spring 2011, | + | Spring 2011, Tuesdays 3pm–4pm in Room CSE 624 |
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| Preparatory material | | Preparatory material | ||
| Self-study | | Self-study | ||
+ | | | ||
|- | |- | ||
| §2.1 | | §2.1 | ||
| Concentration of measure | | Concentration of measure | ||
− | | Punya | + | | Punya |
+ | | April 5 – | ||
|- | |- | ||
| §2.2 | | §2.2 | ||
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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 | + | ** 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]. |
Latest revision as of 02:50, 5 April 2011
Spring 2011, Tuesdays 3pm–4pm in Room CSE 624
§1.* | Preparatory material | Self-study | |
§2.1 | Concentration of measure | Punya | April 5 – |
§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
- Terry Tao. Topics in random matrix theory
- Concentration of measure
- Michel Talagrand. Concentration of measure and isoperimetric inequalities in product spaces, Publ. Math. I.H.E.S. 81, 1995, 73-203. arXiv:math/9406212
- Michel Ledoux. The Concentration of Measure Phenomenon, AMS 2001.
- The wikipedia entry.
- Free probability
- Alexandru Nica, Roland Speicher: Lectures on the Combinatorics of Free Probability. Cambridge University Press, 2006
- Roland Speicher. Combinatorics of free probability, lecture notes, IHP, 1999.
- Applications
- The planted clique problem: S. Brubaker and S. Vempala. Random tensors and planted cliques, arXiv:0905.2381.