Fall 2004: 18.338J/16.394J
The Mathematics and Applications of Infinite Random Matrices
Professor Alan Edelman
T,R 2:30-4:00, Bldg. 2-139
Random Growth Processes
Simulation 1
Simulation 2
On the second Eigenvalue and Random Walks in Random d-Regular Graphs - Joel Friedman (pdf)
Random vicious walks and random matrices - Jinho Baik
(pdf)
Random Growth and Random Matrices - Kurt Johansson (pdf)
Proofs of Semicircle Law
A simple approach to global regime of the random matrix theory -Pastrur (ps)
Some elementary results around the Wigner Semicircle law - Khorunzhy (pdf)
Random matrices with complex eigenvalues
Non-Hermitian random matrices - Khoruzhenko (pdf)
Eigenvalue curves of asymmetric tridiagonal random matrices - Khoruzhenko (pdf)
Regular spacings of complex eigenvalues in the one-dimensional non-Hermitian Anderson model - Khoruzhenko (pdf)
Functions for Random matrices
Correlation Functions, Cluster functions and Spacing distributions for Random Matrices - Tracy and Widom (pdf)
Random matrices and PCA
On the distribution of the largest principal component - Johnstone (pdf)
Random matrices and Financial Analysis
Exponential weighting and RMT based Filtering of Financial Covariance Matrices - Pafka, Potters, and Kondor (pdf)
Noise dressing of financial correlation matrices - Laloux, Cizeau, et al (pdf)
Random matrix theory and financial correlations - Laoux, Cizeau and Potters (pdf)
Rational decisions, random matrices and spin glasses - Gallucio, Bouchaud and Potters (pdf)
Universal and nonuniversal properties of cross correlations in financial time series = Plerou et al (pdf)
Random matrix approach to cross correlations in financial data - Plerou et al (pdf)
Random matrices and the Replica Method
Asymptotic corrects to the Wigner semicircular law using the replica method - Dhesi and Jones (pdf)
PCA using the replica method - Hoyle and Rattray (pdf)
Communication Theory
Multiuser receivers, random matrices, and free probability - David Tse (pdf)
Random Matrices and Wireless Communications - Tulino and Verdu (pdf)
Asymptotic eigenvalue moments for linear multiuser detection - Sergio Verdu
(pdf)
Statistical analysis of the capacity of MIMO frequency selective rayleigh fading channels - Scaglione
(pdf)
The statistics of the MIMO frequency selective fading AWGN Channel Capacity - Scaglione
(pdf)
Capacity of multi-antenna gaussian channels - Telatar
(pdf)
Complex random matrices and rayleigh channel capacity - Ratnarajah and Vaillancourt
(pdf)
Spectral efficiencty of CDMA with random spreading - Verdu and Shamai
(pdf)
Upper bounds on the Bit-Error Rate of Optimum Combining in Wireless Systems - Winters and Salz
(pdf)
Bounds and Approximations for Optimum Combining of Signals - Chiani and Win
(pdf)
Environmental Issues for MIMO Capacity - Bliss and Forsythe
(pdf)
Free Probability and Addition of Random Matrices
Multiuser receivers, random matrices, and free probability - David Tse (pdf)
Free probability theory and random matrices - Roland Speicher
(pdf)
On the law of addition of random matrices - Pastur and Vasilchuk (pdf)
Law of addition in random matrix theory - Zee (pdf)
Finite Fields
Random matrix theory over finite fields - Jason Fulman (pdf)
Array Signal Processing
Inferring the eigenvalues of covariance matrices from limited, noisy data - Everson and Roberts (pdf)
Random Networks
Eigenvalues of random power law graphs - Chung, Lu, and Vu (pdf)
The Web as a graph: measurements, models and methods - Kleinberg, et. al (pdf)
The spectra of random graphs with given expected degrees - Chung, Lu and Vu (pdf)
Spectra and eigenvectors of scale-free networks - Goh, Kahng, and Kim (pdf)
Spectra of real world graphs - Farkas, et. al. (pdf)
Random Graphs
Eigenvalues of random power law graphs - Chung, Lu, and Vu (pdf)
The spectra of random graphs with given expected degrees - Chung, Lu and Vu (pdf)
Spectra of real world graphs - Farkas, et. al (pdf)
Computational Biology
Theoretical limitations of massively parallel biology - Szallasi, Periwal, et. al. (ppt)
RNA folding and large N matrix theory - Zee (pdf)
Last modified 1/05/2004 by raj (AT) mit.edu