Zápisky:
Random Matrices and Matrix Completion
Požadavky
Literature:
Giacomo Livan, Marcel Novaes, Pierpaolo Vivo, Introduction to Random Matrices: Theory and Practice, ke stažení zde a zde.
Roman Vershynin, Introduction to the non-asymptotic analysis of random matrices, 2011
Joel Tropp, User-friendly tail bounds for sums of random matrices, 2012
Joel Tropp, An Introduction to Matrix Concentration Inequalities, 2015
Terence Tao, Topics in Random Matrix Theory, AMS, 2012