18.338 Eigenvalues of Random Matrices(Spring 2012)

 

SCHEDULE

Semester Timeline
No. Date Topic Remarks
1 Wed Feb 8 Hermite, Laguerre and Jacobi: the uniquitious triad and the moment problem[Syllabus][PSet1]
2 Mon Feb 13 Joint element and eigenvalue density for the Hermite Ensemble
3 Wed Feb 15 Joint element and eigenvalue density for the Laguerre Ensemble, Demonstration of Julia's Power!PSet1 Due [PSet 2]
Fri Feb 17 Introduction to Jack Polynomials Extra Research Class
4 Mon Feb 20 no lecture MIT Holiday
Tue Feb 21 Jacobi Ensemble: angle between subspaces, gsvd, CS decomposition and all that
5 Wed Feb 22 Computer Free Random Matrix FactorizationPSet 2 Due [PSet 3][PS3 Supp]
Fri Feb 24 More on Jack PolynomialsExtra Research Class
6 Mon Feb 27 Guest lecture
7 Wed Feb 29 Matrix Jacobians with Wedge product
8 Mon Mar 5 How to do integration over the Orthogonal group and Why is it important?
9 Wed Mar 7 Cauchy-Binet formula and its consequence[PSet 4] [Chapter 11]
Fri Feb 17 Group Representation and Zonal Polynomials Extra Research Class
10 Mon Mar 12 Tracy-Widom Law I
11 Wed Mar 14 Tracy-Widom Law II
12 Mon Mar 19 Eigenvalue Spacing Distribution and Random Polynomials
13 Wed Mar 21 More on Spacing Distribution[Suggested Projects List]
Mon Mar 26 no lectureSpring Break
Wed Mar 28 no lectureSpring Break
14 Mon Apr 2 Random Gowth Model
15 Wed Apr 4 Aztec Diamond and Longest Increasing Subsequence
16 Mon Apr 9 Longest Increasing Subsequence, Young Tableaux and Schensted Correspondence 
17 Wed Apr 11
Mon Apr 16 no lecturePatriots Day
18 Wed Apr 18 Free Probability I
19 Mon Apr 23 Free Probability II
20 Wed Apr 25 Free Probability III
21 Mon Apr 30 Free Probability IV
22 Wed May 2 Free Probability V
23 Mon May 7 Project Presentation
Yufei Zhao, Spectrual Distributions of Random Graphs[slides][report]
Yi Sun, Virasoro Constraints and the Tracy-Widom Law[slides][report]
24 Wed May 9 Project Presentation
Chenhui Hu, Spectral Perturbation of Small-World Networks [slides][report]
25 Mon May 14 Project Presentation
26 Wed May 16 Project Presentation