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Department of Mathematics,
University of California San Diego

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Math 295 - Mathematics Colloquium

Joel Tropp

Caltech

Applied Random Matrix Theory

Abstract:

Random matrices now play a role in many areas of theoretical, applied, and computational mathematics. Therefore, it is desirable to have tools for studying random matrices that are flexible, easy to use, and powerful. Over the last fifteen years, researchers have developed a remarkable family of results, called matrix concentration inequalities, that balance these criteria. This talk offers an invitation to the field of matrix concentration inequalities and their applications. This talk is designed for a general mathematical audience.

Host: Rayan Saab

February 28, 2019

3:00 PM

AP&M 6402

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