18.338 Eigenvalues of Random Matrices (Spring 2018)



Semester Timeline
No. Date Topic Remarks
1 Wed Feb 7Hermite, Laguerre and Jacobi ensemble: the ubiquitous triadSyllabus
1*Fri Feb 9Optional Julia Tutorial by Steven Johnson5pm, 32-141
2 Mon Feb 12Semicircle, Quartercircle, Circular and other infinite RMT LawsPS 1
3 Wed Feb 14Random matrix decomposition, Cauchy-Binet Formula and its consequences
Mon Feb 19no lecturePresidents Day
4 Tue Feb 20Guest Lecture
5 Wed Feb 21Guest Lecture
6 Mon Feb 26Jacobi Ensemble: angles between subspaces, gsvd and CS decomposition
7 Wed Feb 28Tracy-Widom Law
8 Mon Mar 5Tracy-Widom Law, Fredholm Determinant and Determinantal Point ProcessesPS 2
9 Wed Mar 7Orthogonal Polynomials, Tridiagonal Matrices, Gaussian Quadratures, Lanczos and all that
10 Mon Mar 12Riemann-Hilbert problem I
11 Wed Mar 14Riemann-Hilbert problem II
12 Mon Mar 19Eigenvalue Perturbation Theory and Dyson-Brownian Motion
13 Wed Mar 21From Gaussian Ensembles to Stochastic Operators
Mon Mar 26no lectureSpring Break
Wed Mar 28no lectureSpring Break
14 Mon Apr 2Jack Polynomials, Multivariate Orthogonal Polynomials and their applications I
15 Wed Apr 4Jack Polynomials, Multivariate Orthogonal Polynomials and their applications II
16 Mon Apr 9Random Growth Model, LIS, Group Representation and Baik-Deift-Johansson theorem
17 Wed Apr 11Free Probability I
18 Mon Apr 16no lecturePatriots Day
19 Wed Apr 18Free Probability II
* Mon Apr 23Guest Lecture
20 Wed Apr 25Guest Lecture
21 Mon Apr 30 Free Probability III
22 Wed May 2
23 Mon May 7 lecture canceled (Hong Kong)
24 Wed May 9 RMT for Deep Learning II
25 Mon May 14 Project Presentation
26 Wed May 16 Project Presentation