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: SLMath: Eisenbud Auditorium
Tags/Keywords
random matrices
universality of random matrices
statistics
free probability
Gaussian ensemble
spectral theory
Marcus-Spielman-Srivastava theorem
00B55 - Collections of translated articles of miscellaneous specific interest
45J05 - Integro-ordinary differential equations [See also 34K05, 34K30, 47G20]
45H05 - Integral equations with miscellaneous special kernels [See also 44A15]
46-06 - Proceedings, conferences, collections, etc. pertaining to functional analysis
14193
14193
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