Professor Percy A. Deift from Courant Institute of Mathematical Sciences, NYU, presented the Myhill Lecture Series 2013-14. This 3-part lecture series was held in the Fall, and included a reception in ...
We show that finite-rank perturbations of certain random matrices fit in the framework of infinitesimal (type-B) asymptotic freeness. This can be used to explain the appearance of free harmonic ...
We place ourselves in the setting of high-dimensional statistical inference where the number of variables p in a dataset of interest is of the same order of magnitude as the number of observations n.
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