HELLO!

I am an associate professor at Mathematics and Statistics department at McGill University.

EMAIL: elliot.paquette@mcgill.ca

OFFICE: Burnside Hall 925

I received my Ph.D. from the Mathematics department at the University of Washington (2013) from Ioana Dumitriu Prof. Ioana Dumitriu. After that I held an NSF postdoctoral fellowship at the Weizmann Institute of Science, in Rehovot, Israel with Prof. Ofer Zeitouni. From 2016-2020, I was an assistant professor, tenure track, at Ohio State University. I joined McGill University in 2020.

My research is in probability. Most of my research is in random matrix theory. My first focus is on $\beta$--ensembles, connections to branching processes. My second focus is on high-dimensional optimization, especially in its connections to random matrix theory. I also have work on probability with geometric and topological inspirations.

If you'd like to know more about probability in Montreal. See some of the links below:

I am currently supervisor for the postdoctoral fellows:

I have the pleasure of being the supervisor to the following PhD students:

And MSc students:

In the past, I supervised the following trainees:

RESEARCH

On the publications page below, I have put my preprints and publications. This includes the abstract and for some, a pretty picture. You can also find most of this information through these other means:

CV * Google Scholar * arXiv

Papers

Notes and Resources

Math 598/784 (Fall 2023): High-dimensional probability

Course at a glance: Syllabus.

Math 598/784 (Winter 2022): Random matrix theory

Course at a glance: Syllabus.

Course materials

Random matrix theory of high-dimensional optimization. This is a set of notes for the July 2024 random matrix theory and probability summer schools: Random matrix theory and optimization theory.

Stochastic processes notes. This is a set of notes for Math547, stochastic processes, covering Markov chains and martingales (all in discrete time). Math 547 notes.

High dimensional limits of SGD. This is a set of notes for the July 2023 summer school in probability at Lehigh university, organized by Si Tang: High-dimensional limits of SGD.