Drexel University - Comprehensive, integrated academics enhanced by co-operative education, technology, and research opportunities. | Drexel University
Drexel University
Search events. View events.

All Categories

Click for help in using calendar displays. Print the contents of the current screen.
Display Format: 
Event Details
Notify me if this event changes.Add this event to my personal calendar.
Go Back
Random Matrices, Numerical Computation, and Applications
Start Date: 5/10/2013Start Time: 2:00 PM
End Date: 5/10/2013End Time: 3:00 PM

Event Description
Speaker: Dr. Alan Edelman, Professor of Applied Mathematics, MIT
Abstract: This talk is about random matrix theory. Linear Algebra and maybe a little probability are the only prerequisites. Random matrix theory is now finding many applications. Many more applications remain to be found.
It is truly "matrix statistics," when traditional statistics has been primarily "scalar" and "vector" statistics. The math is so much richer, and the applications to computational finance, HIV research, the Riemann Zeta Function, and crystal growth, to name a few, show how important this area is. I will show some of these applications, and invite you to find some of your own.

For me, there has been an exciting lesson. It has to do with the interplay between mathematics and computation. The computer plays many roles in mathematics. It provides experimental data to suggest, confirm, or discard potential theorems. It provides simulations to bring cold theorems to life. It illustrates in detail the exact nature of particular solutions. Still all of these roles feel like sideshows to the supreme intellectual pursuit of pure mathematics.

For me, random matrix theory has been different. I have found that the last half century or so of mathematical algorithms for numerical linear algebra, forged by the hard constraints of computational efficiency, have given the world even more than a large library of practical algorithms. It has given the world the very essence of linear algebra tools needed to understand random matrix theory. For the first time, I have grown to realize, that even if computational machines had never been built, numerical linear algebra would deserves a special place in pure, yes pure, mathematics.
Contact Information:
Name: Pawel Hitczenko
Email: phitczenko@math.drexel.edu
2013 Distinguished Speaker Series - Alan Edelman, PhD
Paul Peck Alumni Center
  • Public

  • Display Month:

    Advanced Search (New Search)
    Date Range:
    Time Range:

    Special Features: 

    Select item(s) to Search

    Select item(s) to Search
    Select item(s) to Search
    Select item(s) to Search