Random Matrices

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

To edit this page: you need a wiki account. Contact Aram or Punya for this.

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.