Random Matrix Theory

Catalog description

In the past few years, random matrices have become extremely important in a variety of fields such as computer science, physics and statistics. They are also of basic importance in various areas of mathematics. This class will serve as an introduction to this area. The focus is on the basic matrix ensembles and their limiting distributions, but several applications will be considered. Prerequisites: MATH 0200 or 0350 ; and MATH 0520 or 0540 ; and APMA 0350 , 0360 , 1650 , and 1660 . APMA 1170 and MATH 1010 are recommended, but not required.