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BEGIN:VEVENT
SUMMARY:Mathematics Colloquium
DTSTART:20260617T161500
DTEND:20260617T171500
DTSTAMP:20260403T202414Z
UID:a0ce5b43c9e1b7091d524615655465b0fc0f52c1d0e95d007cd1daa7
CATEGORIES:Conferences - Seminars
DESCRIPTION:Prof. Joel A. Tropp\, Steele Family Professor of Applied & Com
 putational Mathematics\, Caltech\nTitle: \nPositive random walks and posi
 tive-semidefinite random matrices\n\nAbstract:\nOn the real line\, a rando
 m walk that can only move in the positive direction is very unlikely to re
 main close to its origin. After a fixed number of steps\, the left tail ha
 s a Gaussian profile under minimal assumptions. Remarkably\, a similar phe
 nomenon occurs when we consider a positive random walk on the cone of posi
 tive-semidefinite matrices. After a fixed number of steps\, the minimum ei
 genvalue is described by a Gaussian random matrix model.\nThis talk introd
 uces a new way to make this intuition rigorous. The methodology addresses 
 an open problem in computational mathematics about sparse random embedding
 s. The presentation targets a general mathematical audience.\nPreprint: h
 ttps://arxiv.org/abs/2501.16578\n\nPlease register on the following form :
  https://forms.gle/ppXwKo9HmTgFk3rc7
LOCATION:BCH 2201 https://plan.epfl.ch/?room==BCH%202201
STATUS:CONFIRMED
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