Vorträge aus allen Gebieten der Funktionalanalysis

Sofern nicht näher spezifiziert, finden alle Vorträge um 16:00 Uhr ct. in Hörsaal IV in Gebäude E2.4 statt.

13.11.2017

Tomohiro Hayase

Titel: An inverse problem in random matrix theory and free probability theory.

Abstract: Matrix valued free probability theory makes it possible to compute analytically or numerically the eigenvalue distributions of mixtures of large random matrices and deterministic ones. This talk introduces its inverse problem: how to estimate parameters (e. g. deterministic matrices) of a random matrix model from the sampled empirical eigenvalue distributions. No knowledge on free probability or random matrices is assumed for the talk.