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Oct 08
3:30 PM - 4:30 PM KAP 249
The random matrix technique of ghosts and shadows
Alan Edelman MIT

On and off, I have been interested in novel computational approaches in random matrix theory for theoretical and practical use. I will review a few of my favorites, and then discuss current work on realizing schemes that include reals, complexes, and quaternions as special cases in the hopes of getting to the bottom of some key random matrix facts as well as building useful numerical approaches.

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