Random Matrices: Theory and Applications

Abstract

Random matrices play important roles in many areas of theoretical, applied, and computational mathematics, which include probability, number theory, machine learning, statistics, signal processing, combinatorics, and mathematical physics etc. In this lecture, the speaker will survey the main questions in the theory of random matrices, together with a few recent breakthroughs. He will also discuss applications in many practical areas, such as scientific computation and complex networks.

About the speaker

Prof. Van Vu received his PhD in Mathematics from Yale University in 1998. Then, he furthered his career in University of California, San Diego (2001-2005) and Rutgers University (2005-2011). In 2011, he moved to Yale University and is currently the Percey F. Smith Professor of Mathematics.

Prof. Vu’s research interests cover probabilistic combinatorics, additive combinatorics, random matrices and theoretical computer science and data analysis.

Prof. Vu was awarded the Fulkerson Prize by the American Mathematical Society and the Mathematical Optimization Society (2012) and the George Pólya Prize by the Society of Industrial and Applied Mathematics (2008). He was also elected a Sloan Research Fellow (2002).