ISyE Statistics Seminar: Tiefeng Jiang

Event Details
  • Date/Time:
    • Thursday October 4, 2007
      11:00 am - 12:00 pm
  • Location: ISyE, Executive Classroom 228, Main
  • Phone: (404) 894-2300
  • URL:
  • Email:
  • Fee(s):
    N/A
  • Extras:
Contact
Xiaoming Huo
ISyE
Contact Xiaoming Huo
404-894-2300
Summaries

Summary Sentence: ISyE Statistics Seminar: Tiefeng Jiang

Full Summary: ISyE Statistics Seminar: Approximation of Haar Distributed Matrices and Limiting Distributions of Eigenvalues of Jacobi Ensembles

Speaker: Tiefeng Jiang, Department of Statistics, University of Minnesota
Place: ISyE, Executive Classroom 228, Main
Time: Thursday October 4, 11:00 am

Title: Approximation of Haar Distributed Matrices and Limiting Distributions of Eigenvalues of Jacobi Ensembles

Abstract: I will first present tools to approximate the entries of a large dimensional real and complex Jacobi ensembles with independent complex Gaussian random variables. Based on this, we obtain the Tracy-Widom law of the largest singular values of the Jacobi emsemble. Moreover, the circular law, the Marchenko-Pastur law, the central limit theorem, and the laws of large numbers for the spectral norms are also obtained.

Hosted by: Xiaoming Huo

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Additional Information

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Groups

H. Milton Stewart School of Industrial and Systems Engineering (ISYE)

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Categories
Seminar/Lecture/Colloquium
Keywords
ISyE Statistics Seminar, Tiefeng Jiang, xiaoming huo
Status
  • Created By: Ruth Gregory
  • Workflow Status: Published
  • Created On: Oct 12, 2009 - 5:22pm
  • Last Updated: Oct 7, 2016 - 9:48pm