**Announcement of Lecture Course**

**Spring Semester 2013 / 2014**

**Compressed sensing and random matrices**

**Zhiqiang Xu**

Compressed sensing is
an active research topic recently. The main goal of compressed sensing is to
recover the sparse signal from a few measurements. We will give an introduction
about the basic results in compressed sensing and also show many interesting
research problems. In particular, we introduce the relation between random
matrixes and compressed sensing.

The investigation of
the spectral properties of matrices,
whose entries are random variables, is the goal of random matrix theory. We
will learn different probabilistic techniques for the study of random matrixes.

R. Vershynin.
Introduction to the non-asymptotic analysis of random matrices. http://arxiv.org/abs/1011.3027.

E. J. Candes, J. Romberg, and
T. Tao, Stable signal recovery from incomplete and inaccurate measurements,
Comm. Pure Appl. Math., 59(8)(2006)1207-1223.

许志强，Compressed
sensing, A
survey in Chinese,
Sci Sin Math, 2012, 42(9)。

Time: March.7- June 13, Friday, 13:30, N308.