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Linear Algebra When Things Get Big and Random -
Have you ever wondered what the eigenvalues of large matrices typically look like? If so, you are not alone. In fact, there is a whole field of mathematics devoted to answering this question: random matrix theory. In my lecture I will present some of the well-known techniques and results of this theory, such as Wigner's moment method and its remarkable connection to combinatorial topology, before moving on to discuss an outstanding challenge: the development of Fourier transform methods for the analysis of large random matrices.
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