Tags » Random Matrices

Tracy-Widom Law: Vague convergence and Ledoux Bound

This is a continuation of the previous post available here. In the previous post, we develop the ingredients required for the vague convergence proof.  Let us now return to the random matrix scenario. 1,029 more words

Tracy Widom Law

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. 1,024 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

Mathematical

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

Mathematical

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 proving the vague convergence of the celebrated Tracy-Widom Law. 1,111 more words

Tracy Widom Law