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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 Co-chairs
The notion of an ensemble of random matrices was due to Wigner, put forward in the 1950's, to explain the observed structures of the energy levels of heavy nuclei. The main idea is to imagine the physical system as a black box, described by nxn matrices who entries besides being constrained by basic symmetry consideration, are independent identically distributed random variables. Through the early pioneering work of Wigner, Dyson and Mehta, random matrix theory has now permeate almost all of mathematics, from representation theory to integral systems to combinatorics On the application side, random matrix theory, has experienced a great surge of activities in Statistics and more recently Wireless Communications. The main drive of this development is the tremendous improvement of computing power and computing techniques which makes it possible possible to store and analyze data with very large dimension. Besides the advantages brought about by modern computational technique, statisticians and electrical engineers working in wireless communications are confronted with the task of analyzing data with ever increasing dimension. Almost all statistical theories dealing with large samples were developed through probabilistic limiting theorems of fixed dimension and increasing sample sizes -- the Classical limit theorems. A natural question is whether statistical analysis based on the classical theory remains valid? It has been found that the statistical efficiency decays rapidly with the increase of the number of parameters. Therefore there is an urgent need to develop a new statistical theory. The same can also be said in wireless communications. Two scenarios can be well modeled as random matrix channels: direct-sequence code division multiple access (CDMA) with random spreading codes and multiple input multiple output (MIMO) antenna systems. The main theme of the program is the applications of random matrix theory in mathematical statistics and wireless communications. It is proposed to invite workers in probability, mathematical statistics, mathematical physics, and wireless communications with the intention of cross-fertilization. In line with the interest of the organizers, it is likely that term visitors will be working in these fields. Reflecting the theme of the program, there will be tutorials for the purposes of introducing the "classical" aspect of random matrix theory to post graduate students and the more specialized topics in statistics and wireless communications.
IMS Membership is not required for participation in above activities. For attendance at these activities, please complete the registration form (MSWord|PDF|PS) and fax it to us at (65) 6873 8292 or email it to us at ims@nus.edu.sg. If you are an IMS member or are applying for IMS membership, you do not need to register for these activities. The Institute for Mathematical Sciences invites applications for membership for participation in the above program. Limited funds to cover travel and living expenses are available to young scientists. Applications should be received at least three (3) months before the commencement of membership. Application form is available in (MSWord|PDF|PS) format for download.
For enquiries on scientific aspects of the program, please email Zhi-Dong Bai at stabaizd@nus.edu.sg.
Organizing Committee
· Confirmed Visitors
· Background
· Main Theme |
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