The Center for Computational & Data Sciences (CCDS) is organizing a 5-day summer school on “Random Matrix Theory” from 30th June to 4th July 2024.
Lecturer
Arijit Chakrabarty, PhD
Associate Professor
Theoretical Statistics and Mathematics Unit
Indian Statistical Institute
Kolkata, India
Website: Arijit Chakrabarty (isical.ac.in)
Place
Room#6002, BC, Independent University, Bangladesh
Schedule
- Lecture: 09:30 AM – 11:00 AM
- Coffee Break : 11:00 AM – 11:30 AM
- Lecture: 11:30 AM – 01:00 PM
- Lunch: 01:00 PM – 02:30 PM
Lecture Plan
- Lecture 1: Basics of random matrices – Wigner and Wishart matrices, empirical spectral distribution, the method of moments, Stieltjes transform.
- Lecture 2: Convergence to the Wigner semicircle law – a complete proof via the method of moments.
- Lecture 3: Study of Wishart matrices, the convergence of the empirical spectral distribution to the Marchenko-Pastur law – a complete proof via Stieltjes transform.
- Lecture 4: The largest eigenvalue and eigenvector of perturbed random matrices with independent entries. Emphasis will be on finite rank perturbations.
- Lecture 5: Connections between random matrices and random graphs – study of the bulk and edge of the spectrum of the adjacency matrix.
Resources
Lecture notes from the school are available here.
Participants
| Name | Institute |
| Hasif Ahmed | Lawrence University |
| Rakibul Hasan Rajib | CCDS, IUB |
| Md Tahmid Hasan Fuad | CCDS, IUB |
| Md Mubtasim Ahasan | Brac University |
| Walid Hasan | Brac University |
| Mohammad Tahmid Sahriar | BRAC University |
| Kishor | CCDS, IUB |
| Mir Sazzat Hossain | CCDS, IUB |
| Jahir Sadik Monon | CCDS, IUB |
| Aldrin Kabya Biswas | CCDS, IUB |
| Syed Emad Uddin Shubha | BUET |
| Mohibul Hasan Tarek | NSU |
| Rashedul Islam Seum | University of Dhaka |
| MD AKIL RAIHAN IFTEE | CCDS, IUB |
| Rahul Rohit | CCDS, IUB |
| Nur Mohammad Salem | University of Dhaka |
| Md. Rakibul Islam Mazumdar | University of Dhaka |
| Abdullah Ibne Hanif Arean | University of Dhaka |
