Our upcoming event for the Statistics Colloquium Series is scheduled for Monday, Novemeber 17 from 12:00 – 1:00pm (ET) and will be an in-person presentation Science Center 316. Lunch will be provided to guests following the talk. This week's speaker will be Kavita Ramanan of the Applied Mathematics Department at Brown University.
The Rademacher phase of the unitary group
It is well documented that high-dimensional random matrices distributed according to Haar measure on the unitary group behave in many ways like matrices with independent and identically distributed (i.i.d.) complex Gaussian entries. We describe complementary results that identify a sharp transition in which a Rademacher phase emerges. In fact, we show that this transition from Gaussian to Rademacher is also exhibited by processes, and describe some consequences of our results. This is based on joint work with Grigoris Paouris.
Professor Ramanan works on probability theory, stochastic processes and their applications. She is an interdisciplinary researcher who has developed novel mathematical frameworks for the analysis of stochastic networks, Markov random fields, and interacting particle systems, which arise as models in a variety of fields ranging from operations research and engineering to statistical physics and neuroscience. Her work combines tools from several fields including discrete probability, convex analysis, stochastic analysis and partial differential equations. She has also made fundamental contributions to the study of reflected processes, large deviations theory, high-dimensional probability and applications to asymptotic convex geometry. She has four patents to her name. She was awarded the Erlang prize in 2006 for "outstanding contributions to applied probability" by the Applied Probability Society. She was a recipient of a Medallion from the Institute for Mathematical Statistics in 2015, a Simons Fellowship in 2018, the Newton Award in 2020, and a Guggenheim Fellowship in 2020, and was an invited sectional speaker at the International Congress of Mathematicians in 2022. She is also the recipient of the Distinguished Alumni Award from IIT Bombay, and the Distinguished Research Achievement Award from Brown University, and is an elected Fellow of several societies including the American Mathematical Society, SIAM and the IMS, and is an elected member of the American Academy of Arts and Sciences.
She cares deeply about math communication and inclusivity in the mathematical sciences. She is the faculty founder of the Association for Women in Mathematics Student Chapter at Brown University, she founded a math outreach group called the Math CoOp in 2014, which has participated in the Boston Museum of Science Travelling Science Programs, she organizes Mathematics-Sin-Fronteras, a bilingual math outreach lecture series, and runs the SEAM (Social Equity and Applied Mathematics) seminar series.
LOCATION:Science Center, Room 316 STATUS:CONFIRMED DTSTART:20251117T170000Z DTEND:20251117T180000Z END:VEVENT END:VCALENDAR