Selected Topics from the Geometric Theory of Random Matrices
نویسنده
چکیده
These notes were prepared for three guest lectures I gave at Stanford in Spring quarter of 2017 as part of Amir Dembo’s graduate-level course on Large Deviations and Random Matrices. My primary sources were: (1) Sections 2.3 and 2.7 of Tao’s text on random matrix theory [Tao12] (also available on his blog). (2) The ICM lecture notes of Rudelson and Vershynin [RV10]. (3) The paper [TV10a] of Tao and Vu establishing universality for small singular values. All of these sources are clearly written, with the first two assuming little background in random matrix theory, so the reader is encouraged to consult them for further information or clarification.
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