Session B5 - Random Matrices
July 15, 15:30 ~ 15:55 - Room B3
Universality in numerical computations with random data
University of California, Irvine, USA - firstname.lastname@example.org
This talk will concern recent progress on the statistical analysis of numerical algorithms with random initial data. In particular, with appropriate randomness, the fluctuations of the iteration count (halting time) of numerous numerical algorithms have been demonstrated to be universal, i.e., independent of the distribution on the initial data. This phenomenon has given new insights into random matrix theory. Furthermore, recent estimates from random matrix theory allow for fluctuation limit theorems for simple algorithms and halting time estimates for others.
Joint work with Percy Deift (New York University) and Govind Menon (Brown University).