18.338 Eigenvalues of Random Matrices (Spring 2015)

 

SCHEDULE

Semester Timeline
No. Date Topic Remarks
1 Wed Feb 4 Hermite, Laguerre and Jacobi ensemble: the uniquitious triad[Syllabus]
1* Fri Feb 6 Paper discussion: Outlier eigenvalues for deformed i.i.d. random matrices[Paper][Julia Notebook]
2 Mon Feb 9 Canceled due to snow storm
3 Wed Feb 11 Jacobi Ensemble: angle between subspaces, gsvd, CS decomposition and all that[PS1]
2* Fri Feb 13 How Random-Matrix Theory Found Its Way Into a Promising AIDS Study
Mon Feb 16 no lecture Presidents Day
4 Tue Feb 17 Orthogonal Polynomials, Cauchy-Binet Formula and its consequences
5 Wed Feb 18 Tracy-Widom Law [PS2]
6 Mon Feb 23 Tracy-Widom Law, Fredholm Determinant and Determinantal Point Processes[DPP for ML]
7 Wed Feb 25 Riemann-Hilbert problems
3* Fri Feb 27 A simple derivation of the Tracy-Widom distribution[Paper]
8 Mon Mar 2 Equilibrium Measure
9 Wed Mar 4 Eigenvalue Pertubation Theory and Dyson-Brownian Motion[PS3]
10 Mon Mar 9 From Gaussian Ensembles to Stochastic Operators
11 Wed Mar 11 Random Growth Models
12 Mon Mar 16 Aztec Diamond and Longest Increasing Subsequence (LIS) Tracy-Widom Notebook
13 Wed Mar 18 LIS, Group Representation and Baik-Deift-Johansson theorem[Project List] [RSK Notebook]
Mon Mar 23 no lectureSpring Break
Wed Mar 25 no lectureSpring Break
14 Mon Mar 30 Orthongonal Polynomial Ensembles
15 Wed Apr 1 Jack Polynomials, Multivariate Orthongonal Polynomials and their applications I
16 Mon Apr 6 Jack Polynomials, Multivariate Orthongonal Polynomials and their applications II
17 Wed Apr 8 Random Polynomials
18 Mon Apr 13 Distribution of extreme eigenvalues and condition numbers of random matrices
Wed Apr 15 Guest lecture: TBD
19 Mon Apr 20 no lecturePatriots Day
20 Wed Apr 22 Free Probability I
21 Mon Apr 27 Free Probability II
22 Wed Apr 29 Free Probability III
23 Mon May 4 Project Presentation
24 Wed May 6 Project Presentation
25 Mon May 11 Project Presentation
26 Wed May 13 Project Presentation