In this talk we will discuss applications of universality of mathematical

systems in problems of signal recovering.

Universality is a property shared by several mathematical and physical

systems modelling several interacting particles. Such systems display

chaotic patterns when the number N of particles is low (microscopic

level) However, when N increases, the chaotic patterns start to organize

themselves and, in the asymptotic limit (macroscopic level), the laws

governing their distribution become surprisingly simple and depending on

few parameters. Representative exemples are the Central Limit Theorem and

the asymptotic distribution of eigenvalues of certain random matrices and

determinantal point processes.

We will present two applications of Universality in signal analysis, one in

the approximation of time-variant filters from phaseless information

about their spectrograms, the second in non-parametric estimation of the

power spectral density of stochastic processes.

# Signal Recovery and Universality of Mathematical Systems

Speaker:

Luis Daniel Abreu - (ARI - Austrian Academy of Sciences)

Date:

Feb 24 2015 - 3:00pm

Event type:

IDeAS

Room:

110 Fine Hall

Abstract: