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For more information, contact Laurent Demanet
Spring 2026
Spring semester 4:30pm-5:30pm in room number 2-190
| Date | Speaker | Abstract |
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| February 09 (Monday) |
Joel A. Tropp |
Positive random walks and positive-semidefinite random matrices Abstract: On the real line, a random walk that can only move in the positive direction is very unlikely to remain close to its origin. After a fixed number of steps, the left tail has a Gaussian profile under minimal assumptions. Remarkably, the same phenomenon occurs when we consider a positive random walk on the cone of positive-semidefinite matrices. After a fixed number of steps, the minimum eigenvalue is described by a Gaussian random matrix model. This talk introduces a new way to make this intuition rigorous. The methodology addresses an open problem in computational mathematics about sparse random embeddings. The presentation is targeted at a general mathematical audience. Preprint: https://arxiv.org/abs/2501.16578 |
| March 12 at 12 PM in CCSE, Bldg 45 |
Kui Ren |
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| April 09 |
Shayan Oveis Gharan |
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| April 16 at 12 PM in CCSE, Bldg 45 |
Leslie Greengard |
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