統計学輪講（第２５回）

統計学輪講（第25回）
日時      2014年01月14日(火)    14時50分～15時40分
場所      経済学部新棟３階第３教室
講演者    池田　祐樹 (経済M1)
演題      Introduction to the non-asymptotic random matrix theory

概要
The classical random matrix theory is mostly focused on asymptotic spectral properties
of random matrices as their dimensions grow to infinity.
However in statistics we often need quantitative information about how the spectral
distribution would be close to its asymptotic one when we fix dimensions n which is
addressed in non-asymptotic random matrix theory developed in the 2000s.

We survey some recent results and tools for analysis of extreme and smallest singular
values of random matrices whose entries are i.i.d. mean zero random variables.