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【随机矩阵1】Random Matrices: Introduction
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https://www.math.uni-sb.de/ag/speicher/web_video/zmws1920/lec1.html Motivation and Overview. This is Lecture 1 of the lecture series "Random Matrices" by Roland Speicher in the winter term 2019/20 at Saarland University, Germany. 0:00 Welcome 0:45 History of Random Matrices 17:50 What are Random Matrices? 22:36 Eigenvalues of Random Matrices 34:54 Some Histograms of Eigenvalues 41:42 Wigner's Semicircle Law 43:29 Universality 53:45 Concentration Phenomena 1:08:44 From Histograms to Moments
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【高维概率论】High-Dimensional Probability
【随机矩阵2】Random Matrices: Semicircular Law
【随机矩阵4】Random Matrices: Genus Expansion
【随机矩阵9】Random Matrices: Weak Convergence and Stieltjes Transform
【随机矩阵12】Random Matrices: Gaussian Poincare Inequality
【随机矩阵20】Random Matrices: Proof of the theorem of Harer-Zagier
【随机矩阵14】Random Matrices: GUE Density and Hermite Kernels (I)
【随机矩阵24】Random Matrices: Several Independent GUE and Asymptotic Freeness
【随机矩阵19】Random Matrices: Tracy-Widom Distribution
【随机矩阵3】Random Matrices: Wick Formula and Gaussian Random Matrix
【随机矩阵15】Random Matrices: GUE Density and Hermite Kernels (II)
【随机矩阵18】Random Matrices: Statistics of Largest Eigenvalue (II)
【随机矩阵17】Random Matrices: Statistics of Largest Eigenvalue (I)
【随机矩阵10】Random Matrices: Analytic Proof of Semicircle Law
【随机矩阵16】Random Matrices: Determinantal Processes and Non-Crossing Paths
【随机矩阵与机器学习9】Wishart Random Matrices and Concentration of Largest Eigenvalue
【随机矩阵21】Random Matrices: Statistics of Longest Increasing Subsequence
【随机矩阵11】Random Matrices: Concentration Phenomena
【随机矩阵5】Random Matrices: Combinatorial Proof of Semicircle Law
【随机矩阵6】Random Matrices: Semicircle Law for Wigner Matrices
【随机矩阵13】Random Matrices: Joint Eigenvalue Distributions
【随机矩阵与机器学习】24. Calculation of the Random Feature Eigenvalue Distribution
【随机矩阵22】Random Matrices: Circular Law (I)
【随机矩阵7】Random Matrices: Stieltjes Transform
【随机矩阵与机器学习4】Gaussian Random Vectors and Concentration of Their Norm
【随机矩阵8】Random Matrices: Convergence of Probability Measures
【随机矩阵与机器学习5】Exponential Concentration of Norm of Gaussian Random Vectors
【随机矩阵与机器学习1】Introduction and Survey
【随机矩阵23】Random Matrices: Circular Law (II)
【随机矩阵与机器学习11】The Marchenko-Pastur Law for Wishart Matrices
【随机矩阵与机器学习20】Asymptotic Eigenvalue Distribution in the Random Feature Model
【随机矩阵与机器学习19】General Remarks on Random Feature Model
【随机矩阵与机器学习25】Gaussian Equivalence Principle for Nonlinear Random Features
【随机矩阵与机器学习6】Nonlinear Concentration of Gaussian RVs for Lipschitz Functions
【随机矩阵与机器学习3】Concentration of Volumes
【随机矩阵与机器学习2】Volumes in High Dimensions
【随机矩阵与机器学习7】Proof of Nonlinear Concentration for Gaussian Random Vectors
【随机矩阵与机器学习21】Another Proof of Marchenko-Pastur: via Stein's Identity
不会还有人不会用海伦公式求三角形面积吧
【随机矩阵与机器学习28】Properties of the Neural Tangent Kernel