Random Matrices: Theory and Practice
Seminar Presenter, University of Science and Technology of China, Mathematics Department,
The main topics include:
My presentation primarily focused on random matrices, particularly using the Moment Method to prove:
- Wigner’s Semicircle Law
- Marcenko-Pastur Law
The presentation slides is available here:
Or you can download here.
Generating a Second-Order Gaussian Orthogonal Ensemble (GOE)
In the vedio below, we show how to generate a second-order Gaussian Orthogonal Ensemble (GOE) matrix. We visualize the process using the Manim library.