18.338 Eigenvalues of Random Matrices (Fall 2019)

 

No.

Date

Day

Topic
1 4-Sep Wed Hermite, Laguerre and Jacobi ensemble: the ubiquitous triad
2 9-Sep Mon Semicircle, Quartercircle, Circular and other infinite RMT Laws
3 11-Sep Wed Random Growth Model, LIS, Group Representation and Baik-Deift-Johansson theorem
4 16-Sep Mon Random matrix decomposition, Cauchy-Binet Formula and its consequences
5 18-Sep Wed Jacobi Ensemble: angles between subspaces, gsvd and CS decomposition
6 23-Sep Mon Tracy-Widom Law
7 25-Sep Wed Tracy-Widom, Fredholm Determinant and Determinantal Point Processes
8 30-Sep Mon Guest Lecture
9 2-Oct Wed RMT for Deep Learning I
10 7-Oct Mon Spiked Model, Universality and Beyond Universality
9-Oct Wed Guest Lecture
14-Oct Mon Columbus day
11 16-Oct Wed Orthogonal Polynomials, Tridiagonal Matrices, Gaussian Quadratures, Lanczos and all thatt
12 21-Oct Mon Guest Lecture
13 23-Oct Wed Guest Lecture
14 28-Oct Mon Eigenvalue Perturbation Theory and Dyson-Brownian Motion
15 30-Oct Wed From Gaussian Ensembles to Stochastic Operators
16 4-Nov Mon Jack Polynomials, Multivariate Orthogonal Polynomials and their applications I
17 6-Nov Wed Jack Polynomials, Multivariate Orthogonal Polynomials and their applications II
11-Nov Mon Veterans Day
18 13-Nov Wed Random Matrix Theory: Computation and Simulation
19 18-Nov Mon Free Probability I
20 20-Nov Wed Free Probability II
21 25-Nov Mon Free Probability III
22 27-Nov Wed RMT for Deep Learning II
23 2-Dec Mon RMT for Deep Learning III
24 4-Dec Wed Project or Code Presentation I
25 9-Dec Mon Project or Code Presentation II
26 11-Dec Wed Project  or Code Presentation III