18.338 Eigenvalues of Random Matrices (Spring 2018)
SCHEDULE
Semester Timeline
No. |
Date |
Topic |
Remarks |
1 | Wed Feb 7 | Hermite, Laguerre and Jacobi ensemble: the ubiquitous triad | Syllabus |
1* | Fri Feb 9 | Optional Julia Tutorial by Steven Johnson | 5pm, 32-141 |
2 | Mon Feb 12 | Semicircle, Quartercircle, Circular and other infinite RMT Laws | PS 1 |
3 | Wed Feb 14 | Random matrix decomposition, Cauchy-Binet Formula and its consequences | |
| Mon Feb 19 | no lecture | Presidents Day |
4 | Tue Feb 20 | Guest Lecture | |
5 | Wed Feb 21 | Guest Lecture | |
6 | Mon Feb 26 | Jacobi Ensemble: angles between subspaces, gsvd and CS decomposition | |
7 | Wed Feb 28 | Tracy-Widom Law | |
8 | Mon Mar 5 | Tracy-Widom Law, Fredholm Determinant and Determinantal Point Processes | PS 2 |
9 | Wed Mar 7 | Orthogonal Polynomials, Tridiagonal Matrices, Gaussian Quadratures, Lanczos and all that | |
10 | Mon Mar 12 | Riemann-Hilbert problem I | |
11 | Wed Mar 14 | Riemann-Hilbert problem II | |
12 | Mon Mar 19 | Eigenvalue Perturbation Theory and Dyson-Brownian Motion | |
13 | Wed Mar 21 | From Gaussian Ensembles to Stochastic Operators | |
| Mon Mar 26 | no lecture | Spring Break |
| Wed Mar 28 | no lecture | Spring Break |
14 | Mon Apr 2 | Jack Polynomials, Multivariate Orthogonal Polynomials and their applications I | |
15 | Wed Apr 4 | Jack Polynomials, Multivariate Orthogonal Polynomials and their applications II | |
16 | Mon Apr 9 | Random Growth Model, LIS, Group Representation and Baik-Deift-Johansson theorem | |
17 | Wed Apr 11 | Free Probability I | |
18 | Mon Apr 16 | no lecture | Patriots Day |
19 | Wed Apr 18 | Free Probability II | |
* | Mon Apr 23 | Guest Lecture | |
20 | Wed Apr 25 | Guest 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 | |