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無限隨機矩陣理論
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無限隨機矩陣理論
因舊版課程無指定課堂作業與考試,因此統整所有作業、講義、考試內容合併列出。
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LEC #課 |
課程單元 |
閱讀資料 |
課堂講稿 |
補充檔案 |
1 |
介紹Introduction |
隨機矩陣理論的進展 Advances in Random Matrix Theory (PDF) |
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Hermite集合:Wigner的半圓定律 The Hermite Ensemble: Wigner's Semi-Circle Law |
Wigner原始論文:Wigner的半圓定律 Wigner's Original Paper: Wigner's Semi-Circle Law 其他推導Other Derivations (PDF),Forrester的筆記, Forrester's Notes (PS) |
柱狀圖 Histogramming (PDF)
經典集合試驗 Experiments with the Classical Ensembles (PDF)
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柱狀圖 histn.m (M) momwigner.m (M)
經典集合試驗Experiments with the Classical Ensembles
wigner.m (M) wishart.m (M) manova.m (M) wigneredf.m (M) wishartedf.m(M) manovaedf.m (M) classicexpt.m (M) |
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Laguerre集合:Marcenko-Pastur理論 The Laguerre Ensemble: Marcenko-Pastur Theorem |
Silverstein的推導:論文1 Paper 1 (PDF),論文2 Paper 2 (PDF), Jonsson's Paper: Some limit theorems for the eigenvalues of a sample covariance matrix |
基於Stieltjes變換的方法(使用得到Raj Rao.的許可) The Stieltjes Transform Based Approach (PDF) (Courtesy of Raj Rao. Used with permission.)
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Jacobi集合:McKay的隨機圖論 The Jacobi Ensemble: McKay's Random Graph Theorem |
McKay的論文:大矩形圖的期望特徵值分佈 McKay's Paper: The expected eigenvalue distribution of a large regular graph |
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“半圓”元素:無限隨機矩陣的中心極限定理 The"Semi-Circular" Element: Central Limit Theorem for Infinite Random Matrices |
對角矩陣,正交多項式和經典隨機矩陣集合(使用得到Brian Sutton.的許可)Tridiagonal Matrices, Orthogonal Polynomials and the Classical Random Matrix Ensembles (PDF) (Courtesy of Brian Sutton. Used with permission.)
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trijacobi.m (M)
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自由機率論中的自由累積量 Free Cumulants in Free Probability |
無限隨機矩陣理論的要點Essentials of Finite Random Matrix Theory (PDF)
無限矩陣的數字方法Numerical Methods in Random Matrices (PDF) (Courtesy of Per-Olof Persson. Used with permission.)
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無限隨機矩陣理論的要點Essentials of Finite Random Matrix Theory |
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自由機率論中的自由累積量(續) Free Cumulants in Free Probability (cont.) |
項目觀點Project Ideas (PDF)
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非交叉區域和自由累積量 Non-Crossing Partitions and Free Cumulants |
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自由累積量:半圓和“自由泊松(Poisson)”分佈 Free Cumulants: The Semi-Circular and "Free Poisson" Distributions |
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加性自由卷積 Additive Free Convolution |
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R變換和Marcenko-Pastur理論 The R-Transform and the Marcenko-Pastur Theorem |
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乘性自由卷積 Multiplicative Free Convolution |
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S變換 The S-Transform |
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14 |
Anna Scaglione博士演講 Dr. Anna Scaglione Talk |
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正交多項式和古典矩陣集合 Orthogonal Polynomials and the Classical Matrix Ensembles |
Ioana的論文:Beta特徵值的矩陣模型 Ioana's Paper: Matrix Models for Beta Ensembles |
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項目進展描述Project Progress Presentation |
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項目進展描述(續) Project Progress Presentation (cont.) |
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Tracy Widom分佈 Tracy Widom Distribution |
Tracy-Widom的論文:主成分分析中的最大特徵值分佈 Tracy-Widom's Paper: On the distribution of the largest eigenvalue in principal components analysis Per的論文(PDF) |
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特徵譜波動 Eigenvalue Spectrum Fluctuations |
Johansson的論文1:形狀波動和隨機矩陣 Shape Fluctuations and Random Matrices Johansson的論文2:隨機Hermitian矩陣的特徵值波動 On fluctuations of eigenvalues of random Hermitian matrices Ioana的論文:Hermite和Laguerre集合的特徵值:大Beta漸近線 Eigenvalues of Hermite and Laguerre ensembles: Large Beta Asymptotics |
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20 |
Roland Speicher博士演講 Dr. Roland Speicher Talk |
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21 |
自由機率論和波動 Free Probability and Fluctuations |
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22 |
區域多項式和隨機矩陣 Zonal Polynomials and Random Matrices |
Stanley的論文:常規分散式隨機矩陣的譜的組合性方面 Some combinatorial aspects of the spectra of normally distributed random matrices |
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對稱群表示和自由機率 Symmetric Group Representations and Free Probability |
Phillipe Biane:論文1 Paper 1 (PS),論文2:對稱群的自由累積量,矩陣軌道和特性Paper 2: Free cummulants, matrix orbits and characters of symmetric groups |
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多元正交多項式MOPs Multivariate Orthogonal Polynomials MOPS |
Ioana的論文:MOPS:多元正交多項式(用符號表示) |
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25 |
聯結和開放問題 Connections and Open Problems |
Diaconis的論文(PDF) |
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項目介紹 Project Presentations |
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項目介紹(續) Project Presentations (cont.) |
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