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Math Colloquium
Thomas Trogdon
New York University, Courant Institute of Mathematical Sciences
Title: Universality in numerical computations with random data

Abstract: This talk will concern recent progress on the statistical analysis of numerical algorithms with random initial data. In particular, with appropriate randomness, the fluctuations of the iteration count (halting time) of numerous numerical algorithms have been demonstrated to be universal, i.e., independent of the distribution on the initial data. This phenomenon has given new insights into random matrix theory. Furthermore, estimates from random matrix theory allow for fluctuation limit theorems for simple algorithms and halting time estimates for others. The universality in the halting time is directly related to the experimental work of Bakhtin and Correll on neural computation and human decision-making times.

Date: Wednesday, January 27, 2016
Time: 4:30 pm
Location: Wean Hall 7500
Submitted by:  Bohman
Note: Refreshments at 4:00 pm, Wean Hall 6220.