##### Winter Semester 2017/18

### Research seminar in functional analysis

### Talks from all areas in functional analysis

Unless otherwise indicated, all talks take place in room lecture room 4 in building E2.4 at 4.00 pm ct.

13/11/2017

**Tomohiro Hayase**

* Title: 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.*