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VERSION:2.0
PRODID:icalendar-ruby
CALSCALE:GREGORIAN
X-WR-CALNAME:Probability Seminar
X-WR-TIMEZONE:Eastern Time (US & Canada)
BEGIN:VEVENT
DTSTAMP:20261011T235140Z
UID:tag:localist.com\,2008:EventInstance_48721031825788
DTSTART:20250203T211500Z
DTEND:20250203T221500Z
DESCRIPTION:Speaker: Yi Han (MIT)\n\nTitle: Some progress and mysteries in 
 the study of inhomogeneous random matrices\n\nAbstract:\n\nThe spectrum of
  a random matrix is well-understood for an invariant ensemble\, and suffic
 iently strong information has been obtained for mean field type random mat
 rices. There are however far more general situations where much less infor
 mation is obtained: when the entries have a heavy-tailed distribution or w
 hen the variance profile has a specific structure. In this talk I discuss 
 some recent discoveries in the latter regime. The topics include: a sharp 
 description for the edge of a symmetric random matrix when its tail decays
  precisely like x^{-4} (the transition regime)\; a very weak condition for
  determining spectral outliers for finite rank perturbations of non-Hermit
 ian random matrices with a banded variance profile\; the smallest singular
  value for rectangular random matrix with entries in the domain of attract
 ion of alpha-stable law\; and on convergence to the circular law for ESDs 
 of some nonhomogeneous matrices. The work employs recent concentration ine
 qualities invented by Bandeira\, Boedihardjo\, van Handel and Brailovskaya
 . While satisfying results are obtained for some problems\, a sharp unders
 tanding is still not obtained for other problems despite significant quant
 itative improvement.
GEO:42.358262;-71.090045
LOCATION:Building 2\, 143
SUMMARY:Probability Seminar
URL;VALUE=URI:https://calendar.mit.edu/event/probability-seminar-yi-han
CATEGORIES:Conferences/Seminars/Lectures
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