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SUMMARY:FOLDS Seminar: Positive random walks and positive-semidefinite random matrices
DESCRIPTION:On the real line\, a random walk that can only move in the positive direction is very unlikely to remain close to its starting point. After a fixed number of steps\, the left tail has a Gaussian profile\, under minimal assumptions. Remarkably\, the same phenomenon occurs when we consider a positive random walk on the cone of positive-semidefinite matrices. After a fixed number of steps\, the minimum eigenvalue is also described by a Gaussian model. \nThis talk introduces a new way to make this intuition rigorous. The methodology provides the solution to an open problem in computational mathematics about sparse random embeddings. The presentation is targeted at a general mathematical audience. \n  \nZoom link: https://upenn.zoom.us/j/98220304722
URL:https://seasevents.nmsdev7.com/event/folds-seminar-positive-random-walks-and-positive-semidefinite-random-matrices/
LOCATION:Amy Gutmann Hall\, Room 306\, 3317 Chestnut Street\, Philadelphia\, PA\, 19104\, United States
CATEGORIES:Seminar,Colloquium
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