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Slides for Random Matrix Theory *April 25, 2010*

*Posted by Sarah in Uncategorized.*

Tags: random matrix theory

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Tags: random matrix theory

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A very useful introduction to what’s going on recently in random matrix theory in Roman Vershynin’s slides here. What amazed me, seeing the big picture, was that so many of the fundamental results are quite recent. Universality of the Wigner semicircle law was only proven in 1973 and the circular law not till ’84. And everything I *really* want to know — what to do with sparse matrices, perturbed random matrices, Fourier matrices — is largely open.

More on what all this has to do with compressed sensing.

H/t

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