SCHEDULE
| No. | Date | Topic | Remarks | 1 | Wed Feb 6 | Hermite, Laguerre and Jacobi ensemble: the uniquitious triad | [Syllabus][PS0] |
|---|---|---|---|
| 2 | Mon Feb 11 | From Gaussian Ensembles to Stochastic Operators | [PS1] |
| 3 | Wed Feb 13 | [Event] Random Matrix Theory Afternoon [2:30-6pm at 4-163] | |
| Mon Feb 18 | |
Presidents Day | |
| 4 | Tue Feb 19 | Brownian Motion and Stochastic Operator | |
| 5 | Wed Feb 20 | Eigenvalue Pertubation Theory and Dyson-Brownian Motion | [PS2][PS2supp] |
| 6 | Mon Feb 25 | Jacobi Ensemble: angle between subspaces, gsvd, CS decomposition and all that | |
| 7 | Wed Feb 27 | Cauchy-Binet Formula and its consequences | |
| 8 | Mon Mar 4 | Tracy-Widom Law I | |
| 9 | Wed Mar 6 | Tracy-Widom Law II | |
| 10 | Mon Mar 11 | Discrete Determinantal Point Processes | |
| 11 | Wed Mar 13 | Stochastic operators | [PS3][Code] |
| 12 | Mon Mar 18 | Distribution of extreme eigenvalues and condition numbers of random matrices | |
| 13 | Wed Mar 20 | Random Growth I | |
| Mon Mar 25 | Spring Break | ||
| Wed Mar 27 | Spring Break | ||
| 14 | Mon Apr 1 | Random Gowth II | |
| 15 | Wed Apr 3 | Aztec Diamond and Longest Increasing Subsequence | |
| 16 | Mon Apr 8 | LIS, Group Representation and Baik-Deift-Johansson theorem | |
| 17 | Wed Apr 10 | Determinantal Process and its application | |
| Mon Apr 15 | Patriots Day | ||
| 18 | Wed Apr 17 | Multivariate Orthongonal Polynomials and its application | |
| 19 | Mon Apr 22 | Geust Lecture by Professor Mehran Kardar (MIT Physics) | |
| 20 | Wed Apr 24 | Free Probability I | |
| 21 | Mon Apr 29 | Free Probability II | |
| 22 | Wed May 1 | Free Probability III | |
| 23 | Mon May 6 | Project Presentation | |
| 24 | Wed May 8 | Project Presentation | |
| 25 | Mon May 13 | Project Presentation | |
| 26 | Wed May 15 | Project Presentation |
