Tags » Random Matrices

Tracy-Widom Law: Fredholm determinants and Airy functions

This is a continuation of the previous post available here. This section is quite different from the previous post. Here we present a series of propositions. 470 more words

Tracy Widom Law

Bare bones of Matrix Completion - II (10 mins read)

Continuing last post, we will resume talking about matrix completion in this. As the title suggests, these are some basic facts about the problem so I’ll provide some interesting references at the end. 429 more words


Bare bones of Matrix Completion - I (7 mins read)

This last three weeks I was in Utah for a summer math school or conference whichever you prefer that was organized by the Institute of Advanced Studies (IAS), Princeton, New Jersey. 632 more words


Tracy-Widom Law: The starting point

Hi there!

Introduction: RMT deals with matrices with random variables as its entries. RMT is a fascinating field which is expanding rapidly in recent years. In this series of posts, I will be trying to prove the celebrated Tracy-Widom Law.  1,098 more words

Tracy Widom Law