Van Vu - Virginia Mathematics Lectures - April 15-16, 2019

Event start date: Monday, April 15, 2019

Van Vu

Van Vu (Yale University)

The (random) matrix

  • Lecture 1 - “Random matrices: Global distributions”. April 15, 5-6 pm, Monroe 124
  • Lecture 2 - “Random matrices: Local distributions”. April 15, 6-7 pm, Monroe 124
  • Lecture 3 - “Random matrices in Data Science”. April 16, 5-6 pm, Nau 101

This series of talks is devoted to modern aspects of random matrix theory.


Lecture 1. Random matrices: Global distributions

The eigenvalues of a random matrix form a random measure on the plane, which often converges to a limiting distribution. We would like to introduce some of the most important results in concerning the limiting distribution for different classes of random matrices.

Lecture 2. Random matrices: Local distributions

In this talk, we zoom in the local behavior of the nearby eigenvalues. How do they interact and what can we say about the limiting behavior at microscopic scale ?

The key theme is this area is universality: the limiting behavior does not depend too much on the distribution of the entries of the matrix.

Lecture 3. Random matrices in Data Science

We discuss the role of random matrices in data science, with applications concerning basic problems such as matrix completion, clustering, and matrix sparsification.



Virginia Mathematics Lectures archive


Date published: Friday, February 15, 2019