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...
Description:This course will recover research results of the Instructor over the years:1) Elegant nonparametric, minimum distance estimation of a density and a regression type function and of their derivatives, with upper and lower rates of convergence; the parameter space is assumed to be either totally bounded or regular. Plug-in upper convergence rates for estimates of a mixing density in R...