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 lecture | Spring Break |
|
Wed Mar 25 |
no lecture | Spring 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 lecture | Patriots 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 | |