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Random Matrix Theory and Its Applications
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18.996 / 16.399 Random Matrix Theory and Its Applications
As taught in:
Spring 2004
Level:
Graduate
Instructors:
Prof. Alan Edelman
Prof. Moe Win
Course Features
Course Highlights
Course Description
A plot of the distribution of the eigenvalues of the Gaussian Unitary Ensemble. (Image by Prof. Alan Edelman.)
Course Features
Selected lecture notes
Projects and Examples
Course Highlights
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.
