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Random Matrix Theory and its Applications
to Statistics and Wireless Communications
(26 Feb - 31 Mar 2006)
Organizing Committee
· Confirmed Visitors
· Background
· Main Theme
· Activities ·
Membership
Application
Schedule of Talks and Tutorials
27 Feb - 3 Mar 2006
· 6 - 10 Mar 2006
· 13 - 17 Mar 2006
· 20 - 24 Mar 2006
Monday,
27 Feb 2006 |
|
09:30am
- 10:30am |
Eigenvalues and singular values of
random matrices: a tutorial introduction
Sergio Verdú, Princeton
University
Presentation slides:
PDF... |
10:30am
- 11:00am |
--- Coffee Break --- |
11:00am
- 12:00nn |
Eigenvalues and singular values of
random matrices: free probability theory (Tutorial lecture 1)
Antonia M. Tulino, Princeton
University
Presentation slides:
PDF... |
12:00nn -
02:00pm |
--- Lunch Break --- |
02:00pm - 03:00pm |
The Stieltjes transform and its role in
Eigenvalue behavior of large dimensional random matrices (Tutorial lecture 1)
Jack Silverstein, North
Carolina State University
Lecture notes:
PDF... |
03:00pm - 04:00pm |
The Stieltjes transform and its role in
Eigenvalue behavior of large dimensional random matrices (Tutorial lecture 2)
Jack Silverstein, North
Carolina State University
Lecture notes:
PDF... |
Tuesday, 28 Feb 2006 |
|
09:30am
- 10:30am |
Eigenvalues of large sample covariance matrices
(Tutorial lecture 1)
Jinho Baik, University of
Michigan
Lecture notes:
PDF... |
10:30am
- 11:00am |
--- Coffee Break --- |
11:00am
- 12:00nn |
Eigenvalues of large sample covariance matrices
(Tutorial lecture 2)
Jinho Baik, University of
Michigan
Lecture notes:
PDF... |
12:00nn -
02:00pm |
--- Lunch Break --- |
02:00pm - 03:00pm |
The ETA and Shannon transforms: a
bridge between random matrices & wireless communications (Tutorial lecture 2)
Antonia M. Tulino, Princeton
University
Presentation slides:
PDF... |
03:00pm - 04:00pm |
The ETA and Shannon transforms: a bridge between random
matrices & wireless communications (Tutorial lecture 3)
Antonia M. Tulino, Princeton
University
Presentation slides:
PDF... |
Wednesday, 1 Mar 2006 |
|
09:30am
- 10:30am |
Asymptotic outage capacity of
multi-antenna channels (Tutorial lecture 4)
Antonia M. Tulino, Princeton
University
Presentation slides:
PDF... |
10:30am
- 11:00am |
--- Coffee Break --- |
11:00am
- 12:00nn |
The
zeros of the Riemann zeta function and random matrix
theory
Zeev Rudnick, Tel-Aviv
University, Israel
Presentation slides:
PDF... |
12:00nn -
02:00pm |
--- Lunch Break --- |
02:00pm - 03:00pm |
On linear and nonlinear detection for
large random systems
Dongning Guo, Northwestern
University
Presentation slides:
PDF... |
03:00pm - 04:00pm |
Random unitary matrices in wireless communications
Merouane Debbah, Institut
Eurécom, France
Presentation slides:
PDF... |
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04:00pm -
04:30pm |
--- Coffee Break --- |
04:30pm - 05:30pm |
Asymptotic performance of suboptimal
MMSE and iterative receivers for random MIMO channels
Zhi-Dong Bai, National
University of Singapore and
Ying-Chang Liang, Institute for Infocomm Research,
Singapore |
Thursday, 2 Mar 2006 |
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09:30am
- 10:30am |
The Stieltjes transform and its role in
Eigenvalue behavior of large dimensional random matrices (Tutorial lecture 3)
Jack Silverstein, North
Carolina State University
Lecture notes:
PDF... |
10:30am
- 11:00am |
--- Coffee Break --- |
11:00am
- 12:00nn |
The Stieltjes transform and its role in
Eigenvalue behavior of large dimensional random matrices (Tutorial lecture 4)
Jack Silverstein, North
Carolina State University
Lecture notes:
PDF... |
12:00nn -
02:00pm |
--- Lunch Break --- |
02:00pm - 03:00pm |
The replica method in wireless
communications (Tutorial lecture 1)
Ralf Müller, Norwegian
University of Science and Technology
Presentation slides:
PDF... |
03:00pm - 04:00pm |
The replica method in wireless communications (Tutorial lecture 2)
Ralf Müller, Norwegian
University of Science and Technology
Presentation slides:
PDF... |
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04:00pm -
04:30pm |
--- Coffee Break --- |
04:30pm - 05:30pm |
A model for the bus system
in Cuernevaca (Mexico)
Jinho Baik, University of
Michigan |
Friday,
3 Mar 2006 |
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09:30am
- 10:30am |
The replica method in wireless
communications (Tutorial 3)
Ralf Müller, Norwegian
University of Science and Technology
Presentation slides:
PDF... |
10:30am
- 11:00am |
--- Coffee Break --- |
11:00am
- 12:00nn |
The replica method in wireless
communications (Tutorial 4)
Ralf Müller, Norwegian
University of Science and Technology
Presentation slides:
PDF... |
12:00nn -
02:00pm |
--- Lunch Break --- |
02:00pm - 03:00pm |
Eigenvalues of large sample covariance matrices
(Tutorial lecture 3)
Jinho Baik, University of
Michigan
Lecture notes:
PDF... |
03:00pm - 04:00pm |
Eigenvalues of large sample covariance matrices
(Tutorial lecture 4)
Jinho Baik, University of
Michigan
Lecture notes:
PDF... |
« Back...
27 Feb - 3
Mar 2006
· 6 - 10 Mar 2006
· 13 - 17 Mar 2006
· 20 - 24 Mar 2006
Monday,
6 Mar 2006 |
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09:30am
- 10:30am |
On
the Signal-to-Interference-Ratio of CDMA systems in
wireless communications
Jack Silverstein, North
Carolina State University |
Tuesday, 7 Mar 2006 |
|
09:30am
- 10:30am |
A new
method to bound
rate of convergence
Arup Bose, Indian Statistical
Institute
Presentation slides:
PDF... |
10:30am
- 11:00am |
--- Coffee Break --- |
11:00am
- 12:00nn |
Central
limit theorem of random quadratics forms involving
random matrices
Baiqi Miao, University of
Science and Technology of China |
Wednesday, 8 Mar 2006 |
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09:30am
- 10:30am |
Making
Markowitz’s portfolio principle practically useful
Huixia Liu, National University
of Singapore |
10:30am
- 11:00am |
--- Coffee Break --- |
11:00am
- 12:00nn |
On limit
theorem for the Eigenvalues of product of two random
matrices
Baisuo Jin, University of
Science and Technology of China |
Thursday, 9 Mar 2006 |
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09:30am
- 10:30am |
Random matrix theory and statistics
Zhi-Dong Bai, National
University of Singapore |
10:30am
- 11:00am |
--- Coffee Break --- |
11:00am
- 12:00nn |
Semicircle Law for Hadamard Products
Lixin Zhang, National
University of Singapore |
Friday, 10 Mar
2006 |
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09:30am
- 10:30am |
The
Ramanujan entire function
Mourad Ismail, University of
Central Florida |
10:30am
- 11:00am |
--- Coffee Break --- |
11:00am
- 12:00nn |
Another look at the
moment method and some new results
Arup Bose, Indian Statistical
Institute
Presentation slides:
PDF... |
« Back...
27 Feb - 3
Mar 2006
· 6 - 10 Mar 2006
· 13 - 17 Mar 2006
· 20 - 24 Mar 2006
Monday,
13 Mar 2006 |
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09:30am
- 10:30am |
Singular
linear statistics in GUE and introduction to the Tracy-Widom
distribution
Yang Chen, Nankai University,
China and Imperial College London, UK |
Tuesday, 14 Mar 2006 |
|
09:30am
- 10:30am |
Beta generalizations of the classical random matrix
ensembles
(Tutorial lecture 1)
Peter Forrester, University of
Melbourne, Australia
Presentation slides:
PDF... |
10:30am
- 11:00am |
--- Coffee Break --- |
11:00am
- 12:00nn |
Beta generalizations of the classical random matrix
ensembles
(Tutorial lecture 2)
Peter Forrester, University of
Melbourne, Australia
Presentation slides:
PDF... |
Wednesday, 15 Mar 2006 |
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09:30am
- 10:30am |
Spectral measure of large Hankel, Markov and Toeplitz
matrices
Tiefeng Jiang, University of
Minnesota |
10:30am
- 11:00am |
--- Coffee Break --- |
11:00am
- 12:00nn |
Natural
exponential families and approximation operators
Mourad Ismail, University of
Central Florida |
Thursday, 16 Mar 2006 |
|
09:30am
- 10:30am |
Beta generalizations of the classical random matrix
ensembles
(Tutorial lecture 3)
Peter Forrester, University of
Melbourne, Australia
Presentation slides:
PDF... |
10:30am
- 11:00am |
--- Coffee Break --- |
11:00am
- 12:00nn |
Beta generalizations of the classical random matrix
ensembles
(Tutorial lecture 4)
Peter Forrester, University of
Melbourne, Australia
Presentation slides:
PDF... |
Friday, 17 Mar 2006 |
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09:30am
- 10:30am |
How
many entries of a typical orthogonal matrix can be
approximated by independent normals?
Tiefeng Jiang, University of
Minnesota |
10:30am
- 11:00am |
--- Coffee Break --- |
11:00am
- 12:00nn |
Selberg's multidimensional beta integral and some
extensions of it
Richard Askey, University of
Wisconsin-Madison |
« Back...
27 Feb - 3
Mar 2006
· 6 - 10 Mar 2006
· 13 - 17 Mar 2006 · 20 - 24 Mar 2006
Monday,
20 Mar 2006 |
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09:30am
- 10:30am |
Some
examples of results on orthogonal polynomials
Richard Askey, University of
Wisconsin-Madison |
10:30am
- 11:00am |
--- Coffee Break --- |
11:00am
- 12:00nn |
On the CLT
for spectral empirical measure of Wigner matrices
Jian-feng Yao, l'Institut de
Recherche Mathématique de Rennes
Presentation slides:
PDF... |
Tuesday, 21 Mar 2006 |
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09:30am
- 10:30am |
Statistical analysis for rounding data
(Tutorial lecture 1)
Zhi-Dong Bai, National
University of Singapore |
10:30am
- 11:00am |
--- Coffee Break --- |
11:00am
- 12:00nn |
Future of statistics
- large dimensional data analysis
- application of RMT to statistics
(Tutorial lecture 2)
Zhi-Dong Bai, National
University of Singapore |
12:00nn -
02:00pm |
--- Lunch Break --- |
02:00pm - 03:00pm |
Partition function of one-matrix models in the multi-cut
case
Tamara Grava SISSA-ISAS, Italy
Presentation slides:
PDF... |
Wednesday, 22 Mar 2006 |
|
09:30am
- 10:30am |
Moment method
(Tutorial lecture 3)
Zhi-Dong Bai, National
University of Singapore |
10:30am
- 11:00am |
--- Coffee Break --- |
11:00am
- 12:00nn |
Large sample covariance matrices
without independence structure
(Tutorial lecture 4)
Zhi-Dong Bai, National
University of Singapore |
Thursday, 23 Mar 2006 |
|
09:30am
- 10:30am |
Applications of random matrix theory in
blind and turbo multiuser detection
Xiaodong Wang, Columbia
University |
10:30am
- 11:00am |
--- Coffee Break --- |
11:00am
- 12:00nn |
Eigenvalue distribution of a class of Gram random
matrices and applications in wireless communications
Walid Hachem, Ecole Supérieure
d'Electricité, France
Presentation slides:
PDF... |
Friday, 24 Mar 2006 |
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09:30am
- 10:30am |
Perturbed
Hankel determinants
Yang Chen, Nankai University,
China and Imperial College London, UK |
« Back...
27 Feb - 3 Mar 2006
· 6 - 10 Mar 2006
· 13 - 17 Mar 2006
· 20 - 24 Mar 2006
Organizing Committee
· Confirmed Visitors
· Overview
· Activities · Membership
Application
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