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 » MIT OpenCourseWare » Mathematics » Random Matrix Theory and Its Applications, Spring 2004

18.996 / 16.399 Random Matrix Theory and Its Applications, Spring 2004

Wigner's semi-circle law and the Gaussian Unitary Ensemble.
A plot of the distribution of the eigenvalues of the Gaussian Unitary Ensemble. (Image by Prof. Alan Edelman.)

Highlights of this Course

This course features lecture notes that summarize the topics discussed and analyzed in class and survey papers.

Course Description

This course is an introduction to the basics of random matrix theory, motivated by engineering and scientific applications.
 

Staff

Instructors:
Prof. Alan Edelman
Prof. Moe Win

Course Meeting Times

Lectures:
Two sessions / week
1.5 hours / session

Level

Graduate

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