Workshop on Large Random Matrices and their Applications
(11-13 October 2010 in Télécom-Paris Tech)
Presentation
Location
Participants
Program
Accomodation
Program, titles, abstracts and slides (if any)
Program and abstracts
Florent Benaych-George
: Finite rank perturbations of random matrices and free probability theory.
Charles Bordenave
: Heavy-tailed random matrices and the Poisson Weighted Infinite Tree.
[slides]
Folkmar Bornemann
: Numerical Evaluation of Distribution Functions for Canonical Matrix Ensembles.
[slides]
Djalil Chafaï
: Spectrum of Large Random Markov Chains.
[slides]
Romain Couillet
: Deterministic equivalents for unitary Haar matrices.
[slides]
Catherine Donati
: Large deviation for the largest eigenvalue of the Hermitian Brownian motion.
Alan Edelman
: A Numerical Linear Algebra View of the Tao-Vu Smallest Singular Value Limit and the SDO extension.
[slides(ppt)]
Jakob Hoydis
: Applications of Random Matrices to Small Cell Networks.
[slides]
Jean-Paul Ibrahim
: Large deviation properties for some perturbated sample covariance matrices.
Malika Kharouf
: A Central Limit Theorem for Information-Theoretic statistics of Gram random matrices.
[slides]
Oleksiy Khorunzhiy
: On sufficient and necessary condition for edge universality in wigner ensemble of random matrices.
Olivier Ledoit
: Eigenvectors of some large sample covariance matrix ensembles.
[slides]
Philippe Loubaton
: Exact separation of the eigenvalues of large dimension complex Gaussian Information plus Noise model.
[slides]
Mylène Maïda
: Large deviations of extreme eigenvalues of deformed random matrices and performance analysis.
[slides]
Camille Mâle
: Norm of Polynomials in Large Random Matrices.
[slides]
Boaz Nadler
: Non-parametric Signal Detection and RMT.
[slides]
Alain Rouault
: Truncations of Haar unitary matrices and bivariate Brownian bridge.
[slides]
Francisco Rubio
: A CLT on the SNR of the diagonally loaded beamformer.
[slides]
Øyvind Ryan
: On general criteria for when the spectrum of a combination of random matrices depends only on the spectra of the components.
[slides]
Dietrich von Rosen
: High-dimensional analysis and estimation in general multivariate linear models.
[slides]
Jack Silverstein
: Estimating Population Eigenvalues From Large Dimensional Sample Covariance Matrices.
[slides]
Pascal Vallet
: Eigenspace estimation for source localization using large random matrices.
[slides]
Jian-Feng Yao
: On corrections of classical multivariate tests for high-dimensional data}.
[slides]
Lu Wei
: On the Demmel condition number distribution with applications in performance analysis of wireless communication systems.
[slides]