Random Matrix Theory And High Dimensional Inference

Grant number: LX0990095

Abstract

The topic of high dimensional inference and random matrix theory is one of present international prominence, as evidenced by the number of special programs on this theme of late. This is due both to recent advances in random matrix theory, and the fact that there are applications to areas such as econometrics, meteorology and engineering. With the CI being an expert in random matrix theory, and Professor Bassler an expert in complex systems, another line of applications will be emphasized, and a new axis of international linkage formed.