Mini-course: Introduction to Large Random Matrices

Time:08:30:08/07/2024 to  16:30:12/07/2024

Venue/Location: Trường Đại học Khoa học Tự nhiên - ĐHQG TP. Hồ Chí Minh 227 Nguyễn Văn Cừ, Quận 5, TP. Hồ Chí Minh.

Objective: A random matrix is a priori a complicated object, but when the dimension increases, fascinating limit phenomenas occur. For instance, one can accurately describe, for a wide range of random models, important matrix features such as the spectrum or the spectral norm. Beyond a rich theory, large random matrices appear in many applications such as high dimensional statistics, electrical engineering, machine learning, theoretical ecology, etc. The purpose of this course is to rigorously present some of the key results of the theory: Wigner’s theorem which describes the limiting spectrum of a large hermitian matrix, Marchenko-Pastur’s theorem, large covariance matrices. An introduction to spiked models will be given as these models are important in applications.

Expected participants: 

  • Undergraduate students (year 3 & 4), master students and PhD. candidates in Mathematics, Statistics, Data Science or Information Technology. 
  • Lecturers and researchers who are interested in large random matrices and their applications. 

Co-host Institution & Sponsors:

  • Vietnam Institute for Advanced Study in Mathematics (VIASM)
  • University of Science, VNU – HCM 

Lecturer:  Prof. Jamal Najim, University Gustave Eiffel, France 

Language: English


  • Registration link: Here
  • Deadline for Registration: June 30, 2024
  • Deadline for financial support application & registration: June 18, 2024

       (Limited funding is available for participants from outside HCM City)

Contact: Hoàng Văn Hà, email: 

    Lý Thị Chinh, email: