Workshop on Large Random Matrices and their Applications
(11-13 October 2010 in Télécom-Paris Tech)

Presentation

Random matrices first appeared in multivariate statistics in the 1930s with the seminal work of Wishart. In the 1950s and later on, Wigner, Dyson and Mehta, mainly driven by theoretical physics motivations, considered large random matrices. Since then, the subject has been of constant interest, and new ideas among which Voiculescu's free probability and Telatar's telecommunication motivations unveiled promising theoretical and applied perspectives.

The aim of this workshop is to bring together people working on various aspects of large random matrices. Special emphasis, although not exclusive, will be given towards statistics, engineering applications and computational aspects.

Scientific committee: Mérouane Debbah (Supélec), Walid Hachem & Jamal Najim (Télécom Paristech), Philippe Loubaton (Marne La Vallée).

Organization: Jamal Najim (najim at telecom-paristech dot fr); Abla Kammoun (kammoun at telecom-paristech dot fr).

Program, titles, abstracts & slides available .