Teorie náhodných matic

Čas a místo: Čtvrtek 11:30, T-101



Zápisky:

Kapitoly 1 a 2

Kapitoly 3, 4, 5

Kapitola 6

Kapitola 7

Random Matrices and Matrix Completion



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