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
Location: MSRI: Simons Auditorium
Tags/Keywords
random matrices
universality of random matrices
statistics
free probability
Gaussian ensemble
spectral theory
Marcus-Spielman-Srivastava theorem
46-XX - Functional analysis {For manifolds modeled on topological linear spaces, see 57Nxx, 58Bxx}
60B20 - Random matrices (probabilistic aspects; for algebraic aspects see 15B52)
14193
14193
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