AbstractThis class will be on Monday mornings and we will cover advanced topics including Secure Multi-Party Computation, Fully Homomorphic Encryption, etc. It will also bring in speakers, including students and postdocs, to give lectures on their current research topics and results, and it encourages students to give presentations in any interesting topics they choose.Lecturer Intro.Dr. Bei Li...
Description: This course will give a brief introduction to random matrix theory. Some topics we plan to cover are: Wigner semicircle law, the moment method, the resolvent method, invariant ensembles, Wigner matrices, sample covariance matrices, bulk universality, edge universality, rigidity of eigenvalues, Dyson Brownian motion, Tracy-Widom law, and free probability.Prerequisite:Probability, S...