Papers on random matrix theory and numerical linear algebra
Smoothed analysis for the conjugate gradient algorithm. With Tom Trogdon, SIGMA (under review, 2016).
On the condition number of the critically-scaled Laguerre Unitary Ensemble. With Percy Deift and Tom Trogdon, DCDS-A (special volume for Peter Lax's 90th birthday), Vol. 36, (2016) .
The Airy function is a Fredholm determinant Journal of dynamics and differential equations, Vol. 28, (2016).
Universality in numerical computations with random data With Percy Deift, Sheehan Olver and Tom Trogdon. PNAS (Sept. 2014).
Numerical solution of Dyson Brownian motion and a sampling scheme for invariant matrix ensembles. with Helen Li .
J. Stat. Phys. Vol 153. (2013).
How long does it take to compute the eigenvalues of a random symmetric matrix? With Christian Pfrang and Percy Deift. In Random matrix theory, interacting particle systems, and integrable systems, MSRI Publications, Vol. 65. (2014).
This article is (mostly) an abbreviated presentation of extensive numerical experiments in Christian's thesis. Send me email if you'd also like a copy of his dissertation.
Notes from an introductory graduate class. April 2015.
Translation of Biane's paper on the Riemann zeta function and probability theory . This is a beautiful paper on a mysterious aspect of random matrix theory.