BEGIN:VCALENDAR
VERSION:2.0
X-WR-CALNAME;VALUE=TEXT:Seminar: Ramon van Handel (Princeton University): "Nonasymptotic random matrix theory"
PRODID:-//Harvard events data//EN
BEGIN:VEVENT
UID:event_1624038_0
SUMMARY:Seminar: Ramon van Handel (Princeton University): "Nonasymptotic random matrix theory"
DESCRIPTION:<strong><drupal-media data-entity-type="media" data-entity-uuid="9f83f024-fd23-42f8-b610-8b89bf3bd296" alt="Ramon van Handel" data-view-mode="hwp_small"></drupal-media><br>Title:</strong> Nonasymptotic random matrix theory<br><strong>Speaker:</strong> Ramon van Handel (Princeton University)<br><strong>Abstract:</strong>  Suppose we are given a random matrix with an essentially arbitrary pattern of entry means and variances, dependencies, and distributions. What can we say about its spectrum? It may appear hopeless that anything useful can be <br>proved at this level of generality, which lies far outside the scope of classical random matrix theory. The aim of my talk is to describe the basic ingredients of a new theory that provides sharp nonasymptotic information on the spectrum in an extremely general setting. This is made possible by an unexpected phenomenon: under surprisingly minimal assumptions, the spectrum of an arbitrarily structured random matrix is accurately captured by that of an associated deterministic operator that arises from free probability theory. (Based on joint works with Afonso Bandeira, March Boedihardjo, and Tatiana Brailovskaya.)
LOCATION:https://harvard.zoom.us/j/779283357?pwd=MitXVm1pYUlJVzZqT3lwV2pCT1ZUQT09 
STATUS:CONFIRMED
DTSTART:20220503T133000Z
DTEND:20220503T133000Z
END:VEVENT
END:VCALENDAR