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1
Introduction
2
Properties of the process
3
Martingale
4
A small calculation
5
The upper bound
6
The history
7
The operator norm
8
Tensors
9
Covariance matrix
10
Quadratic variation
11
Other uses of stochastic localization
12
Eigenvalues as functions
13
Continuous functions
14
General lemma
15
Repulsion
16
St Potential
17
Dyson Brownian Motion
18
Lagrange Theorem
19
Final conclusion
20
Poincare inequality
Description:
Delve into the third part of a comprehensive seminar exploring Chen's groundbreaking work on the Kannan-Lovasz-Simonovits conjecture and Bourgain's slicing problem. Join Ronen Eldan from the Weizmann Institute of Science as he guides you through advanced topics in computer science and discrete mathematics. Explore the intricacies of stochastic processes, martingales, and upper bounds, while gaining insights into the historical context of these mathematical challenges. Examine complex concepts such as operator norms, tensors, covariance matrices, and quadratic variation. Discover the applications of stochastic localization and investigate eigenvalues as functions. Uncover the principles behind continuous functions, repulsion, and the St Potential. Gain a deeper understanding of Dyson Brownian Motion and the Lagrange Theorem. Conclude with a discussion on the Poincare inequality, tying together the seminar's key concepts and their implications for the field.

On Chen’s Recent Breakthrough on the Kannan-Lovasz-Simonovits Conjecture and Bourgain's Slicing Problem - Part III

Institute for Advanced Study
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