CMSA Member Seminar: The spectrum of some nonlinear random matrices


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February 9, 2024 12:00 pm - 1:00 pm
CMSA, 20 Garden St, Common Room

Benjamin McKenna - Harvard

Modern data science often requires one to consider "nonlinear random matrices," a broad term for random-matrix models whose construction involves a nonlinear function applied entrywise. Such models are typically far from classical random matrix theory, and in principle entrywise nonlinearities can affect the eigenvalues in a complicated way. However, recent years have seen a number of results on nonlinear models whose spectrum is surprisingly simple. We give one such result, emphasizing general random-matrix techniques like free probability and orthogonal polynomials. Joint work with Sofiia Dubova, Yue M. Lu, and Horng-Tzer Yau.

Friday, Feb. 2nd at 12pm, with lunch, lounge at CMSA (20 Garden Street). Also by Zoom: