1st CCDS Summer School on Random Matrix Theory
Date:
In the end of June, CCDS arranged a summer school on Random Matrix Theory. We were fortunate enough to be lectured by Arijit Chakrabarty, Associate Professor, Theoretical Statistics and Mathematics Unit, Indian Statistical Institute, who is an expert in this topic.
Topics of the lectures
- Lecture 1: Basics of random matrices – Wigner and Wishart matrices, empirical spectral distribution, the method of moments, Stieltjes transform.
- Lecture 2: Convergence to the Wigner semicircle law – a complete proof via the method of moments.
- Lecture 3: Study of Wishart matrices, the convergence of the empirical spectral distribution to the Marchenko-Pastur law – a complete proof - via Stieltjes transform.
- Lecture 4: The largest eigenvalue and eigenvector of perturbed random matrices with independent entries. Emphasis will be on finite rank perturbations.
- Lecture 5: Connections between random matrices and random graphs – study of the bulk and edge of the spectrum of the adjacency matrix.
Some pictures from the event:
