Date

Topic

Handouts

Wednesday, September 07

Introduction

Advances in Random Matrix Theory

Course Info

Monday, September 12

The Hermite Ensemble: Wigner's Semi-Circle Law

Wigner's Original Paper (Reader)

Other derivations, Forrester's Notes

Wednesday, September 14

The Laguerre Ensemble: Marcenko-Pastur Theorem

Silverstein's Derivation: Paper 1, Paper 2

Jonsson's Paper (Reader)

Monday, September 19

No Class

Holiday

Wednesday, September 21

The “Semi-Circular” Element: Central Limit Theorem for Infinite Random Matrices

Speicher: Paper 1, Paper 2

Monday, September 26

Free Cumulants in Free Probability

Speicher: Paper 1, Paper 2

Wednesday, September 28

Free Cumulants in Free Probability

Speicher: Paper 1, Paper 2

Monday, October 03

Non-Crossing Partitions and Free Cumulants

Speicher: Paper 1, Paper 2

Wednesday, October 05

Free Cumulants:

The Semi-Circular and “Free Poisson” distributions

Speicher: Paper 1, Paper 2

Monday, October 10

No Class

Columbus Day Holiday

Wednesday, October 12

The R-Transform and the Marcenko-Pastur Theorem

Speicher: Paper 1, Paper 2

Friday, October 14

Workshop

SEA'05

Saturday, October 14

Workshop

SEA'05

Monday, October 17

Multiplicative Free Convolution

Speicher: Paper 1, Paper 2

Wednesday, October 19

The S-Transform

Speicher: Paper 1, Paper 2

Monday, October 24

Convergence

Handout

Wednesday, October 26

Orthogonal Polynomials and the Classical Matrix Ensembles

Ioana's Paper

Monday, October 31

Project Progress Presentation

TBA

Wednesday, November 02

Project Progress Presentation

TBA

Monday, November 07

Tracy Widom Distribution

Tracy-Widom's Paper, Per's Paper

Wednesday, November 09

Eigenvalue Spectrum Fluctuations

Johansson's Paper (Reader), Ioana's Paper

Monday, November 14

Veterans Day

Holiday

Wednesday, November 16



Monday, November 21

Free Probability and Fluctuations

Speicher and Mingo: Paper 1, Paper 2

Wednesday, November 23

Zonal Polynomials and Random Matrices

Stanley's Paper (Reader)

Monday, November 28

Symmetric Group Representations and Free Probability

Phillipe Biane: Paper 1, Paper 2

Wednesday, November 30

Thanksgiving

Holiday

Monday, December 05

MOPs

Ioana's Paper (Reader)

Wednesday, December 07

Connections and Open Problems

Diaconis' Paper

Monday, December 12

Project Presentations

TBA

Wednesday, December 14

Project Presentations

TBA