Recent progress in non-asymptotic random matrix theory

Prof. Dr. Mark Rudelson (University of Michigan)

Prof. Dr. Roman Vershynin (University of Michigan)

Tuesday, April 28, 2015, 15:15 - 17:00
Thursday, May 07, 2015, 13:15 - 15:00
Tuesday, May 12, 2015, 15:15 - 17:00

All lectures take place at HG G 19.2

Abstract

Non-asymptotic random matrix theory strives to describe spectral characteristics of matrices of a large but fixed size valid with high probability. We will discuss new developments in this area stemming from the interaction of geometric, probabilistic, and Fourier-analytic methods.