Outliers of Perturbations of Banded Toeplitz Matrices
Offered By: Institut des Hautes Etudes Scientifiques (IHES) via YouTube
Course Description
Overview
Explore the mathematical analysis of outlier eigenvalues in perturbed banded Toeplitz matrices through this 54-minute lecture. Delve into the study of matrices $M_n = T_n({\bf a}) + \sigma \frac{X_n}{\sqrt{n}}$, where $T_n({\bf a})$ is a Toeplitz matrix with symbol ${\bf a}$ and $X_n$ represents noise. Examine the convergence of the empirical spectral distribution as $n$ approaches infinity and investigate the behavior of eigenvalues in regions outside the support of the limiting measure. Gain insights into this collaborative research conducted by Mireille Capitaine, Charles Bordenave, and François Chapon at the Institut des Hautes Etudes Scientifiques (IHES).
Syllabus
Mireille Capitaine - Outliers of Perturbations of Banded Toeplitz Matrices
Taught by
Institut des Hautes Etudes Scientifiques (IHES)
Related Courses
Survey of Music TechnologyGeorgia Institute of Technology via Coursera Discrete-Time Signal Processing
Massachusetts Institute of Technology via edX Physics-Based Sound Synthesis for Games and Interactive Systems
Stanford University via Kadenze Applied Time-Series Analysis
Indian Institute of Technology Madras via Swayam Extracting Information From Music Signals
University of Victoria via Kadenze