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Slides for Random Matrix Theory April 25, 2010

Posted by Sarah in Uncategorized.
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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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