Seminar: “Recent developments in Random Matrix Theory”

We are glad to invite you to a seminar by Dr Alexey Naumov, titled “Recent developments in Random Matrix Theory”

Seminar abstract:

Since the pioneering work of Eugene Wigner was published in 1955, Random Matrix Theory (RMT) has become one the most popular mathematical disciplines and found its numerous applications in different areas of physics, pure and applied mathematics, statistics, information theory (both classical and quantum), computer science, methods of machine learning, etc. There was a significant progress in understanding of the spectral properties of high dimensional random matrices in the last ten years. In particular, the methods dealing with spectra of matrices both in macro- and microscopic scales were developed, the proof of Wigner-Dyson-Mehta conjecture about universal behavior of local spectral statistics and the proof of von Neumann conjecture about extreme singular values were established among others.

Seminar will cover an overview of a number of modern applications of RMT to dimension reduction methods, numerical mathematics, smooth analysis of algorithms and information theory. The most challenging problems for future research in this area will also be discussed.

Speaker introduction:   


Alexey Naumov graduated from Moscow State University in 2010. He received the Candidate of Science Degree in Mathematics from the same university and PhD degree in Mathematics from Bielefeld University in Germany, both in 2013. Alexey joined Skoltech in 2016 as a senior research scientist.

Alexey is a regular visiting researcher of Bielefeld University since 2011 and was a postdoctoral fellow at Chinese University of Hong Kong in 2015. He is a regular speaker on different international conference and seminars. He has given a number of invited talks at Institute of Science and Technology Austria, Weierstrass Institute for Applied Analysis and Stochastics in Germany, Hong Kong University of Science and Technology and others. Areas of Alexey’ research interests include random matrix theory, high dimensional probability, statistics and their applications.

Alexey has very substantial teaching experience accumulated at Moscow State University and National University Higher School of Economics. His teaching portfolio includes both fundamental courses for future scientists and applied courses for practitioners.

If you like to participate and for further information or questions, please Liliya Abaimova.

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