Comments on: The mesoscopic structure of GUE eigenvalues

By: Matrix identities as derivatives of determinant identities « What’s new

Sun, 13 Jan 2013 20:36:40 +0000

[...] which relates an determinant with an determinant, is very useful in random matrix theory (a point emphasised in particular by Deift), particularly in regimes in which is much smaller than [...]

By: Djalil

Djalil — Wed, 08 Jun 2011 18:52:05 +0000

It seems that the det(1+AB)=det(1+BA) identity is attributed to Sylvester: http://en.wikipedia.org/wiki/Sylvester%27s_determinant_theorem

By: Topics in random matrix theory « What’s new

Topics in random matrix theory « What’s new — Wed, 23 Feb 2011 14:54:12 +0000

[...] which was based primarily on my graduate course in the topic, though it also contains material from some additional posts related to random matrices on the blog. It is available online here. As usual, [...]

By: Subsynchronous Resonance in Power Systems | BUKU PDF

Subsynchronous Resonance in Power Systems | BUKU PDF — Thu, 03 Feb 2011 22:44:59 +0000

[...] The mesoscopic structure of GUE eigenvalues (terrytao.wordpress.com) [...]

By: The 3rd lecture in 2011 Spring « Y.-K. Lau's Weblog

The 3rd lecture in 2011 Spring « Y.-K. Lau's Weblog — Fri, 14 Jan 2011 15:14:56 +0000

[...] was drawn attention to (1) by an article in Tao’s blog. A proof (different from ours) is given there. Professor Terence Tao is a [...]

By: Ben Golub

Ben Golub — Fri, 24 Dec 2010 08:52:09 +0000

Sorry for posting twice, but there is one more possible typo and a question

On the line following

“From orthonormality we have”, it seems the upper bound of the summation should be n.

after “A standard heuristic wavelet computation”: it seems that naively plugging in $I=J$ in the summation defining $c_{I,J}$ makes the expression $(\psi_I – \psi_J)^2$ equal to $0$ (interpreting squaring as taking the dot product of the vector with itself). It seems I am missing something simple — any help would be appreciated.

[Corrected, thanks - T.]

By: Ben Golub

Ben Golub — Fri, 24 Dec 2010 07:58:19 +0000

“namely the Dyson sine process in the bulk (and the Airy process on the edge), as discussed in this previous post” is missing a link

[Corrected, thanks - T.]

By: Anonymous

Anonymous — Wed, 22 Dec 2010 21:23:38 +0000

Is there a website for this workshop

By: Marek

Marek — Sun, 19 Dec 2010 15:01:17 +0000

The equation for the harmonic oscillator is missing a sign.

[Corrected, thanks -T]

By: Anonymous

Anonymous — Sun, 19 Dec 2010 00:10:27 +0000

Shouldn’t the identity matrix be “I” instead of “1″?

[Either notation is appropriate. In the modern abstract algebra, the multiplicative identity of any ring is often denoted 1, for much the same reason that the additive identity is often denoted 0. -T]