You are here

Mark Rudelson from University of Michigan, Ann Arbor

Friday, February 20, 2015 - 2:30pm
MEB 246

Non-asymptotic approach in random matrix theory

Mark Rudelson from University of Michigan, Ann Arbor


Random matrix theory studies the asymptotics of the spectral distributions of families of random matrices, as the sizes of the matrices tend to infinity. Derivation such asymptotics frequently requires analyzing the spectral properties of random matrices of a large fixed size, especially of their singular values.

We will discuss several recent results in this area concerning matrices with independent entries, as well as random unitary and orthogonal perturbations of a fixed matrix. We will also show an application of the non-asymptotic random matrix theory to estimating the permanent of a deterministic matrix.

Event Type: 
Event Subcalendar: