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Approximating the covariance matrix by the empirical covariance matrices; non-limiting random matrix approach

Hot Topics: Kadison-Singer, Interlacing Polynomials, and Beyond March 09, 2015 - March 13, 2015

March 13, 2015 (02:00 PM PDT - 03:00 PM PDT)

Speaker(s): Nicole Tomczak-Jaegermann (University of Alberta)
Location: MSRI: Simons Auditorium

Tags/Keywords

random matrices
universality of random matrices
statistics
free probability
Gaussian ensemble
spectral theory
Marcus-Spielman-Srivastava theorem

Primary Mathematics Subject Classification

Secondary Mathematics Subject Classification No Secondary AMS MSC

Video

14193

Abstract

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Video/Audio Files

14193

H.264 Video	14193.mp4 286 MB video/mp4 rtsp://videos.msri.org/data/000/023/117/original/14193.mp4	Download

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