Random Matrices
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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.