Random Matrices and Matrix Completion
The lecture to Lie Product Formula and to Golden-Thompson inequality:
video, Lie Fromula (Notes),
Golden-Thompson (Notes)
Literature:
Giacomo Livan, Marcel Novaes, Pierpaolo Vivo, Introduction to Random Matrices: Theory and Practice, available here and here.
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
Videos: You can find the videos from the last semester in the directory:
https://people.fjfi.cvut.cz/vybirja2/RMT-2019/
The filenames are Lecture_1.mp4, etc.