1st CCDS Summer School on Random Matrix Theory

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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

NameInstitute
Hasif AhmedLawrence University
Rakibul Hasan RajibCCDS, IUB
Md Tahmid Hasan FuadCCDS, IUB
Md Mubtasim AhasanBrac University
Walid HasanBrac University
Mohammad Tahmid SahriarBRAC University
KishorCCDS, IUB
Mir Sazzat HossainCCDS, IUB
Jahir Sadik MononCCDS, IUB
Aldrin Kabya BiswasCCDS, IUB
Syed Emad Uddin ShubhaBUET
Mohibul Hasan TarekNSU
Rashedul Islam SeumUniversity of Dhaka
MD AKIL RAIHAN IFTEECCDS, IUB
Rahul RohitCCDS, IUB
Nur Mohammad SalemUniversity of Dhaka
Md. Rakibul Islam MazumdarUniversity of Dhaka
Abdullah Ibne Hanif AreanUniversity of Dhaka