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Eigenvalue Distributions of Beta-Wishart Matrices
Eigenvalue distributions of beta-Wishart matrices The MIT Faculty has made this article openly available. Please share how this access benefits you. Your story matters. Citation Edelman, Alan, and Plamen Koev. “Eigenvalue Distributions of Beta- Wishart Matrices.” Random Matrices: Theory and Applications 03, no. 02 (April 2014): 1450009. As Published http://dx.doi.org/10.1142/S2010326314500099 Publisher World Scientific Pub Co Pte Lt Version Author's final manuscript Citable link http://hdl.handle.net/1721.1/116006 Terms of Use Creative Commons Attribution-Noncommercial-Share Alike Detailed Terms http://creativecommons.org/licenses/by-nc-sa/4.0/ SIAM J. MATRIX ANAL. APPL. c 2013 Society for Industrial and Applied Mathematics Vol. XX, No. X, pp. XX{XX EIGENVALUE DISTRIBUTIONS OF BETA-WISHART MATRICES∗ ALAN EDELMANy AND PLAMEN KOEVz Abstract. We derive explicit expressions for the distributions of the extreme eigenvalues of the Beta-Wishart random matrices in terms of the hypergeometric function of a matrix argument. These results generalize the classical results for the real (β = 1), complex (β = 2), and quaternion (β = 4) Wishart matrices to any β > 0. Key words. random matrix, Wishart distribution, eigenavalue, hypergeometric function of a matrix argument AMS subject classifications. 15A52, 60E05, 62H10, 65F15 DOI. XX.XXXX/SXXXXXXXXXXXXXXXX 1. Introduction. Recently, the classical real (β = 1), complex (β = 2), and quaternion (β = 4) Wishart random matrix ensembles were generalized to any β > 0 by what is now called the Beta{Wishart ensemble [2, 9]. In this paper we derive the explicit distributions for the extreme eigenvalues and the trace of this ensemble as series of Jack functions and, in particular, in terms of the hypergeometric function of matrix argument. -
President's Report
Newsletter Volume 42, No. 5 • SePTemBeR–oCT oBeR 2012 PRESIDENT’S REPORT AWM Prize Winners. I am pleased to announce the winners of two of the three major prizes given by AWM at the Joint Mathematics Meetings (JMM). The Louise Hay Award is given to Amy Cohen, Rutgers University, in recognition of The purpose of the Association her “contributions to mathematics education through her writings, her talks, and for Women in Mathematics is her outstanding service to professional organizations.” The Gweneth Humphreys • to encourage women and girls to Award is given to James Morrow, University of Washington, in recognition of study and to have active careers in his “outstanding achievements in inspiring undergraduate women to discover and the mathematical sciences, and • to promote equal opportunity and pursue their passion for mathematics.” I quote from the citations written by the the equal treatment of women and selection committees and extend warm congratulations to the honorees. These girls in the mathematical sciences. awards will be presented at the Prize Session at JMM 2013 in San Diego. Congratulations to Raman Parimala, Emory University, who will present the AWM Noether Lecture at JMM 2013, entitled “A Hasse Principle for Quadratic Forms over Function Fields.” She is honored for her groundbreaking research in theory of quadratic forms, hermitian forms, linear algebraic groups, and Galois cohomology. The Noether Lecture is the oldest of the three named AWM Lectures. (The Falconer Lecture is presented at MathFest, and the Sonia Kovalevsky at the SIAM Annual Meeting.) The first Noether Lecture was given by F. Jessie MacWilliams in 1980 in recognition of her fundamental contributions to the theory of error correcting codes. -
Matrix Algorithms: Fast, Stable, Communication-Optimizing—Random?!
Matrix algorithms: fast, stable, communication-optimizing—random?! Ioana Dumitriu Department of Mathematics University of Washington (Seattle) Joint work with Grey Ballard, James Demmel, Olga Holtz, Robert Kleinberg IPAM: Convex Optimization and Algebraic Geometry September 28, 2010 Ioana Dumitriu (UW) Matrix algorithms September 28, 2010 1 / 49 1 Motivation and Background Main Concerns in Numerical Linear Algebra Size issues 2 Reducing the flops Stability of FMM Stability of FLA Why Randomize? 3 Reducing communication Why is communication bad? Randomized Spectral Divide and Conquer Communication Costs 4 Conclusions Ioana Dumitriu (UW) Matrix algorithms September 28, 2010 2 / 49 Motivation and Background Main Concerns in Numerical Linear Algebra The big four issues in matrix algorithms. Accuracy of computation (how “far” the computed values are from the actual ones, in the presence of rounding error). Stability (how much the computed result will change if we perturb the problem a little bit). Speed/complexity (how many operations they require, e.g., multiplications). Parallelism (how to distribute the computation to multiple processors in order to optimize speed – if possible). Communication complexity (how to minimize the amount of back-and-forth between levels of memory or processors.) Ioana Dumitriu (UW) Matrix algorithms September 28, 2010 3 / 49 Motivation and Background Main Concerns in Numerical Linear Algebra The big four issues in matrix algorithms. Accuracy of computation (how “far” the computed values are from the actual ones, in the presence of rounding error). Stability (how much the computed result will change if we perturb the problem a little bit). Speed/flops complexity (how many operations they require, e.g., multiplications). -
The Random Matrix Technique of Ghosts and Shadows
The Random Matrix Technique of Ghosts and Shadows Alan Edelman November 22, 2009 Abstract We propose to abandon the notion that a random matrix has to be sampled for it to exist. Much of today's applied nite random matrix theory concerns real or complex random matrices (β = 1; 2). The threefold way so named by Dyson in 1962 [2] adds quaternions (β = 4). While it is true there are only three real division algebras (β=dimension over the reals), this mathematical fact while critical in some ways, in other ways is irrelevant and perhaps has been over interpreted over the decades. We introduce the notion of a ghost random matrix quantity that exists for every beta, and a shadow quantity which may be real or complex which allows for computation. Any number of computations have successfully given reasonable answers to date though diculties remain in some cases. Though it may seem absurd to have a three and a quarter dimensional or pi dimensional algebra, that is exactly what we propose and what we compute with. In the end β becomes a noisiness parameter rather than a dimension. 1 Introduction This conference article contains an idea which has become a technique. Perhaps it might be labeled a conjecture, but I think idea is the better label right now. The idea was discussed informally to a number of researchers and students at MIT for a number of years now, probably dating back to 2003 or so. It was also presented at a number of conferences [3] . As slides do not quite capture a talk, this seemed a good place to write down the ideas. -
Mathematics of Data Science
SIAM JOURNAL ON Mathematics of Data Science Volume 2 • 2020 Editor-in-Chief Tamara G. Kolda, Sandia National Laboratories Section Editors Mark Girolami, University of Cambridge, UK Alfred Hero, University of Michigan, USA Robert D. Nowak, University of Wisconsin, Madison, USA Joel A. Tropp, California Institute of Technology, USA Associate Editors Maria-Florina Balcan, Carnegie Mellon University, USA Vianney Perchet, ENSAE, CRITEO, France Rina Foygel Barber, University of Chicago, USA Jonas Peters, University of Copenhagen, Denmark Mikhail Belkin, University of California, San Diego, USA Natesh Pillai, Harvard University, USA Robert Calderbank, Duke University, USA Ali Pinar, Sandia National Laboratories, USA Coralia Cartis, University of Oxford, UK Mason Porter, University of Califrornia, Los Angeles, USA Venkat Chandrasekaran, California Institute of Technology, Maxim Raginsky, University of Illinois, USA Urbana-Champaign, USA Patrick L. Combettes, North Carolina State University, USA Bala Rajaratnam, University of California, Davis, USA Alexandre d’Aspremont, CRNS, Ecole Normale Superieure, Philippe Rigollet, MIT, USA France Justin Romberg, Georgia Tech, USA Ioana Dumitriu, University of California, San Diego, USA C. Seshadhri, University of California, Santa Cruz, USA Maryam Fazel, University of Washington, USA Amit Singer, Princeton University, USA David F. Gleich, Purdue University, USA Marc Teboulle, Tel Aviv University, Israel Wouter Koolen, CWI, the Netherlands Caroline Uhler, MIT, USA Gitta Kutyniok, University of Munich, Germany -
2017-2018 Annual Report
Institute for Computational and Experimental Research in Mathematics Annual Report May 1, 2017 – April 30, 2018 Brendan Hassett, Director Mathew Borton, IT Director Jeff Brock, Associate Director Ruth Crane, Assistant Director Sigal Gottlieb, Deputy Director Elisenda Grigsby, Deputy Director Jeffrey Hoffstein, Consulting Associate Director Caroline Klivans, Associate Director Jill Pipher, Consulting Associate Director Bjorn Sandstede, Associate Director Homer Walker, Consulting Associate Director Ulrica Wilson, Associate Director for Diversity and Outreach Table of Contents Mission ....................................................................................................................................... 6 Core Programs and Events ......................................................................................................... 6 Participant Summaries by Program Type ................................................................................... 9 ICERM Funded Participants ................................................................................................................. 9 All Participants (ICERM funded and Non-ICERM funded) .................................................................. 10 ICERM Funded Speakers ................................................................................................................... 11 All Speakers (ICERM funded and Non-ICERM funded) ...................................................................... 12 ICERM Funded Postdocs .................................................................................................................. -
Dec 01 Vers 7.0.1
FOCUS December 2001 FOCUS is published by the Mathematical Association of America in January, February, March, April, May/June, FOCUS August/September, October, November, and December. Editor: Fernando Gouvêa, Colby College; December 2001 [email protected] Volume 21, Number 9 Managing Editor: Carol Baxter, MAA [email protected] Senior Writer: Harry Waldman, MAA [email protected] Please address advertising inquiries to: Inside Carol Baxter, MAA; [email protected] President: Ann E. Watkins, California State University, Northridge 4I’d Rather Go to Mathcamp First Vice-President: Barbara L. Osofsky, By Brenda Fine Second Vice-President: Frank Morgan, Secretary: Martha J. Siegel, Associate Secretary: James J. Tattersall, Treasurer: 7Mathematics and Democracy in Nigeria Gerald J. Porter Executive Director: Tina H. Straley 8 MAA Awarded Half Million Dollar NSF Grant to Support Assessment Associate Executive Director and Director of Publications and Electronic Services: Donald J. Albers 9Short Takes FOCUS Editorial Board: Gerald Alexanderson; Donna Beers; J. Kevin 10 San Diego Program Updates Colligan; Ed Dubinsky; Bill Hawkins; Dan Kalman; Peter Renz; Annie Selden; Jon Scott; 13 Read This! Ravi Vakil. Letters to the editor should be addressed to 14 Reshaping Graduate Education: Looking Back at the Fernando Gouvêa, Colby College, Dept. of Mathematics, Waterville, ME 04901, or by Wisdom of Mina Rees email to [email protected]. By Amy Shell Subscription and membership questions should be directed to the MAA Customer 18 Employment Opportunities Service Center, 800-331-1622; e-mail: [email protected]; (301) 617-7800 (outside U.S. and Canada); fax: (301) 206-9789. Copyright © 2001 by the Mathematical Association of America (Incorporated). -
ANNOUNCEMENT of WINNERS of the Seventy-Ninth Competition Held on December 1, 2018
ANNOUNCEMENT OF WINNERS of the seventy-ninth competition held on December 1, 2018 WINNING TEAMS Rank School Team Members (in alphabetical order) 1 HARVARD UNIVERSITY Dongryul Kim, Shyam Narayanan, David Stoner 2 MASSACHUSETTS INSTITUTE OF TECHNOLOGY Junyao Peng, Ashwin Sah, Yunkun Zhou 3 UNIVERSITY OF CALIFORNIA, LOS ANGELES Ciprian Mircea Bonciocat, Xiaoyu Huang, Konstantin Miagkov 4 COLUMBIA UNIVERSITY Quang Dao, Myeonhu Kim, Matthew Lerner-Brecher 5 STANFORD UNIVERSITY David Kewei Lin, Hanzhi Zheng, Yifan Zhu The institution with the first-place team receives an award of $25,000, and each member of the team receives $1,000. The awards for second place are $20,000 and $800; for third place, $15,000 and $600; for fourth place, $10,000 and $400; and for fifth place, $5,000 and $200. In each of the following categories, the listing is in alphabetical order. THE PUTNAM FELLOWS — THE FIVE HIGHEST RANKING INDIVIDUALS Each receives an award of $2,500. DONGRYUL KIM Harvard University SHYAM NARAYANAN Harvard University DAVID STONER Harvard University YUAN YAO Massachusetts Institute of Technology SHENGTONG ZHANG Massachusetts Institute of Technology THE NEXT TEN HIGHEST RANKING INDIVIDUALS Each receives an award of $1,000. MURILO CORATO ZANARELLA Princeton University JIYANG GAO Massachusetts Institute of Technology ANDREW GU Massachusetts Institute of Technology JAMES LIN Massachusetts Institute of Technology MICHAEL MA Massachusetts Institute of Technology ASHWIN SAH Massachusetts Institute of Technology KEVIN SUN Massachusetts Institute of Technology DANIELLE WANG Massachusetts Institute of Technology HUNG-HSUN YU Massachusetts Institute of Technology YUNKUN ZHOU Massachusetts Institute of Technology THE WILLIAM LOWELL PUTNAM MATHEMATICAL COMPETITION ELIZABETH LOWELL PUTNAM PRIZE The winner receives an award of $1,000. -
Computer Oral History Collection, 1969-1973, 1977
Computer Oral History Collection, 1969-1973, 1977 Interviewee: Mina Rees (1902-1997) Interviewer: Uta C. Merzbach Date: March 19, 1969 Repository: Archives Center, National Museum of American History MERZBACH: I gather from the little bit of background we do have, that you were born in Ohio, but I don't know exactly where you did your basic school work. Did you go to school there or in New York? REES: No, we moved to New York when I was a baby so that I had all of my education in the New York public schools. MERZBACH: New York public schools. I see. And then you went on to Hunter from there and majored in mathematics? REES: That's right. MERZBACH: What made you go into mathematics? REES: I feel as though I should ask you that question. I think, like most of us in the good old days, I went into mathematics because I liked it very much. I had a good time. I was always good at it, of course. But, all through college I was hesitating as to whether I wanted to work in mathematics which, to me, meant being a mathematics teacher or becoming a lawyer. Every semester, I went through this agony of trying to decide whether I should switch to history, which was the only available major that seemed to be appropriate for law. Each time I went through a reassessment, and the decision stayed with mathematics. … MERZBACH: For additional information, contact the Archives Center at 202.633.3270 or [email protected] Computer Oral History Collection, 1969-1973, 1977 2 Mina Rees Interview, March 19, 1969, Archives Center, National Museum of American History You specialized in abstract algebra? REES: Well, I did when I went to the University of Chicago. -
2009 Mathematics Newsletter
AUTUMN 2009 NEWSLETTER OF THE DEPARTMENT OF MATHEMATICS AT THE UNIVERSITY OF WASHINGTON Mathematics NEWS 1 DEPARTMENT OF MATHEMATICS NEWS MESSAGE FROM THE CHAIR As you might imagine, 2009 brought Department’s work continued unabated. We have a string of unusual challenges to our department. good news to share with you in this newsletter, such as the There were uncertainties well into the UW Sophomore Medal awarded to Chad Klumb, the new- spring regarding our 2009-10 aca- found success of our students in the Putnam Competition, demic year budget. Graduate student the election of Gunther Uhlmann to the American Academy recruitment, which takes place across of Arts and Sciences, and the NSF CAREER award to Ioana the nation during the winter, was Dumitriu. Our undergraduate degree programs set new highs conducted without knowing the level at the end of the 2008-09 academic year with 368 Math of our TA funding. Similar scenarios majors, and with a total of 537 majors in Math and ACMS. played out nationally as few educational institutions were Thirteen graduate students completed the PhD, continuing spared by the financial crisis. In a survey conducted by the our recent trend of awarding significantly more PhDs than American Mathematical Society, mathematics departments the Department’s historical annual average of 6.5. reported about 900 expected faculty openings nationally, During the spring and summer, we received a boost of down from about 1,500 in a typical year, despite expecting federal funding, thanks to the excellent research projects to award 1,300 PhDs in 2009 as in recent years. -
Tobias Lee Johnson College of Staten Island, 1S-225 [email protected] 2800 Victory Blvd
Tobias Lee Johnson College of Staten Island, 1S-225 [email protected] 2800 Victory Blvd. http://www.math.csi.cuny.edu/~tobiasljohnson/ Staten Island, NY 10314 EMPLOYMENT AND EDUCATION Assistant Professor, College of Staten Island (CUNY) Fall 2017– NSF Postdoctoral Fellow New York University; sponsored by Gérard Ben Arous Fall 2016–Spring 2017 University of Southern California; sponsored by Larry Goldstein Fall 2014–Spring 2016 Ph.D. in Mathematics, University of Washington Fall 2008–Spring 2014 Advised by Ioana Dumitriu and Soumik Pal B.A. in Mathematics, Yale University Fall 2003–Spring 2007 RESEARCH Interests: probability theory and combinatorics, with a focus on discrete random structures and interacting particle systems; Stein’s method Papers: 20. Diffusion-limited annihilating systems and the increasing convex order, with Riti Bahl, Philip Barnet, and Matthew Junge. Submitted. arXiv:2104.12797 19. Particle density in diffusion-limited annihilating systems, with Matthew Junge, Hanbaek Lyu, and David Sivakoff. Preprint. arXiv:2005.06018 18. Continuous phase transitions on Galton–Watson trees. Submitted. arXiv:2007.13864 2020 17. Random tree recursions: which fixed points correspond to tangible sets of trees?, with Moumanti Podder and Fiona Skerman. Random Structures Algorithms, 56(3):796–837, 2020. arXiv:1808.03019 2019 16. Cover time for the frog model on trees, with Christopher Hoffman and Matthew Junge. Forum Math. Sigma, 7, e41 1–49, 2019. arXiv:1802.03428 15. Infection spread for the frog model on trees, with Christopher Hoffman and Matthew Junge. Electron. J. Probab., 24 (2019), no. 112, 1–29. arXiv:1710.05884 14. Sensitivity of the frog model to initial conditions, with Leonardo T. -
The “Wide Influence” of Leonard Eugene Dickson
COMMUNICATION The “Wide Influence” of Leonard Eugene Dickson Della Dumbaugh and Amy Shell-Gellasch Communicated by Stephen Kennedy ABSTRACT. Saunders Mac Lane has referred to “the noteworthy student. The lives of wide influence” exerted by Leonard Dickson on the these three students combine with mathematical community through his 67 PhD students. contemporary issues in hiring and This paper considers the careers of three of these diversity in education to suggest students—A. Adrian Albert, Ko-Chuen Yang, and Mina that the time is ripe to expand our Rees—in order to give shape to our understanding of understanding of success beyond this wide influence. Somewhat surprisingly, this in- traditional measures. It seems fluence extends to contemporary issues in academia. unlikely that Leonard Dickson had an intentional diversity agenda for his research program at the Introduction University of Chicago. Yet this This paper raises the question: How do we, as a mathe- contemporary theme of diversity Leonard Dickson matical community, define and measure success? Leonard adds a new dimension to our un- produced 67 PhD Dickson produced sixty-seven PhD students over a for- derstanding of Dickson as a role students over a ty-year career and provides many examples of successful model/mentor. forty-year career. students. We explore the careers of just three of these students: A. Adrian Albert, Ko-Chuen Yang, and Mina Rees. A. Adrian Albert (1905–1972) Albert made important advances in our understanding of When Albert arrived at Chicago in 1922, the theory of algebra and promoted collaboration essential to a flour- algebras was among Dickson’s main research interests.