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ISyE Statistics Seminar: Tiefeng Jiang

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

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Thursday
Oct 4 2007
12:00pm - 01:00pm

Contact: Xiaoming HuoISyEContact Xiaoming Huo404-894-2300

Phone: (404) 894-2300

In campus calendar: No

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    Published
  • Created By:
    Ruth Gregory
  • Created:
    10/12/2009
  • Modified By:
    Fletcher Moore
  • Modified:
    10/07/2016

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