For more information about this meeting, contact Manfred Denker.
|Title:||Maximum Likelihood Estimation for Random Matrix Ensembles|
|Seminar:||Seminar on Probability and its Application|
|Speaker:||Manfred Denker, PSU|
|Random matrix theory originated in the late 1920 with work by Wishart and has nowadays applications in many fields, like multivariate statistics (Anderson, Muirhead), combinatorics (Baik, Deift, Johansson), nuclear physics (Metha), quantum gravity (Francesco et al.), wireless communication (Tuleno et al.) and many more.
In this talk I will present results, originally obtained by R. Dakovic (Matic) in her dissertation, on the central limit theorem for sufficient statistics and maximum likelihood estimation for scaled Hermite, Laguerre, Jacobi and Cauchy ensembles. If time permits I also will treat circular ensembles connecting to Weyl's first use of random matrices for unitary groups.
Random matrix theory will also be next week's talk by L.-C. Li and his lecture in this semester.|
Room Reservation Information
|Date:||01 / 15 / 2010|
|Time:||02:30pm - 03:25pm|