Name: Summer school EUR MINT 2024 "Random Matrices and Free Probability"
Start: 2024-06-10T09:00:00+02:00
End: 2024-06-18T18:15:00+02:00
Location: Institut de Mathématiques

Summer school EUR MINT 2024 "Random Matrices and Free Probability"

de lundi 10 juin 2024 (09:00) à mardi 18 juin 2024 (18:15)

lundi 10 juin 2024
09:00 Introduction to free probability 1/4 - Guillaume Cébron
Introduction to free probability 1/4
- Guillaume Cébron
09:00 - 11:00
Room: Amphithéâtre Schwartz The aim of this course is to present the concept of free independence, the related central limit theorem, the notion of free cumulants, and the use of free independence to study large random matrices.
14:00 Introduction to random matrices 1/4 - François Chapon
Introduction to random matrices 1/4
- François Chapon
14:00 - 16:00
Room: Amphithéâtre Schwartz
16:00 Coffee break
Coffee break
16:00 - 16:30
Room: Amphithéâtre Schwartz
16:30 Introduction to free probability 2/4 - Guillaume Cébron
Introduction to free probability 2/4
- Guillaume Cébron
16:30 - 18:00
Room: Amphithéâtre Schwartz The aim of this course is to present the concept of free independence, the related central limit theorem, the notion of free cumulants, and the use of free independence to study large random matrices.
mardi 11 juin 2024
10:00 Introduction to random matrices 2/4 - François Chapon
Introduction to random matrices 2/4
- François Chapon
10:00 - 12:30
Room: Amphithéâtre Schwartz
14:00 Introduction to free probability 3/4 - Guillaume Cébron
Introduction to free probability 3/4
- Guillaume Cébron
14:00 - 16:00
Room: Amphithéâtre Schwartz The aim of this course is to present the concept of free independence, the related central limit theorem, the notion of free cumulants, and the use of free independence to study large random matrices.
16:00 Coffee break
Coffee break
16:00 - 16:30
Room: Amphithéâtre Schwartz
16:30 Introduction to random matrices 3/4 - François Chapon
Introduction to random matrices 3/4
- François Chapon
16:30 - 18:00
Room: Amphithéâtre Schwartz
mercredi 12 juin 2024
10:00 Introduction to free probability 4/4 - Guillaume Cébron
Introduction to free probability 4/4
- Guillaume Cébron
10:00 - 12:30
Room: Amphithéâtre Schwartz The aim of this course is to present the concept of free independence, the related central limit theorem, the notion of free cumulants, and the use of free independence to study large random matrices.
12:30 Buffet
Buffet
12:30 - 14:00
Room: Amphithéâtre Schwartz
jeudi 13 juin 2024
10:00 Deformed matricial models and free probability theory 1/3 - Capitaine Mireille
Deformed matricial models and free probability theory 1/3
- Capitaine Mireille
10:00 - 12:00
Room: Amphithéâtre Schwartz Practical problems naturally lead to wonder about the spectrum reaction of a given random matrix after a deterministic perturbation. For example, in the signal theory, the deterministic perturbation is seen as the signal, the perturbed matrix is perceived as a "noise" and the question is to know whether the observation of the spectral properties of "signal plus noise" can give access to significant parameters on the signal. A typical illustration is the so-called BBP phenomenon (after Baik, Ben Arous, Péché) which put forward outliers (eigenvalues that move away from the rest of the spectrum) and their Gaussian fluctuations for spiked covariance matrices. The aim of this lecture is to show how free probability theory sheds light on spectral properties of deformed matricial models and provides a unified understanding of various phenomena.
14:00 Introduction to random matrices 4/4 - François Chapon
Introduction to random matrices 4/4
- François Chapon
14:00 - 16:00
Room: Amphithéâtre Schwartz
16:00 Coffee break
Coffee break
16:00 - 16:30
Room: Amphithéâtre Schwartz
16:30 Deformed matricial models and free probability theory 2/3 - Capitaine Mireille
Deformed matricial models and free probability theory 2/3
- Capitaine Mireille
16:30 - 18:00
Room: Amphithéâtre Schwartz Practical problems naturally lead to wonder about the spectrum reaction of a given random matrix after a deterministic perturbation. For example, in the signal theory, the deterministic perturbation is seen as the signal, the perturbed matrix is perceived as a "noise" and the question is to know whether the observation of the spectral properties of "signal plus noise" can give access to significant parameters on the signal. A typical illustration is the so-called BBP phenomenon (after Baik, Ben Arous, Péché) which put forward outliers (eigenvalues that move away from the rest of the spectrum) and their Gaussian fluctuations for spiked covariance matrices. The aim of this lecture is to show how free probability theory sheds light on spectral properties of deformed matricial models and provides a unified understanding of various phenomena.
vendredi 14 juin 2024
09:30 Beta ensembles 1/3 - Chhaibi Reda
Beta ensembles 1/3
- Chhaibi Reda
09:30 - 11:00
Room: Amphithéâtre Schwartz
11:00 Coffee break
Coffee break
11:00 - 11:30
Room: Amphithéâtre Schwartz
11:30 Deformed matricial models and free probability theory 3/3 - Capitaine Mireille
Deformed matricial models and free probability theory 3/3
- Capitaine Mireille
11:30 - 12:30
Room: Amphithéâtre Schwartz Practical problems naturally lead to wonder about the spectrum reaction of a given random matrix after a deterministic perturbation. For example, in the signal theory, the deterministic perturbation is seen as the signal, the perturbed matrix is perceived as a "noise" and the question is to know whether the observation of the spectral properties of "signal plus noise" can give access to significant parameters on the signal. A typical illustration is the so-called BBP phenomenon (after Baik, Ben Arous, Péché) which put forward outliers (eigenvalues that move away from the rest of the spectrum) and their Gaussian fluctuations for spiked covariance matrices. The aim of this lecture is to show how free probability theory sheds light on spectral properties of deformed matricial models and provides a unified understanding of various phenomena.
14:00 Beta ensembles 2/3 - Chhaibi Reda
Beta ensembles 2/3
- Chhaibi Reda
14:00 - 15:30
Room: Amphithéâtre Schwartz
15:30 Coffee break
Coffee break
15:30 - 16:00
Room: Amphithéâtre Schwartz
16:00 Beta ensembles 3/3 - Chhaibi Reda
Beta ensembles 3/3
- Chhaibi Reda
16:00 - 17:30
Room: Amphithéâtre Schwartz
samedi 15 juin 2024
dimanche 16 juin 2024