Infinite Random Matrix Theory

Drawing of a non-crossing partition and a crossing partition.

The power of infinite random matrix theory comes from being able to systematically identify and work with non-crossing partitions (as depicted on the left). The figure on the right depicts a crossing partition which becomes important when trying to understand the higher order terms which infinite random matrix theory cannot predict. (Figure by Prof. Alan Edleman.)

Instructor(s)

MIT Course Number

18.338J / 16.394J

As Taught In

Fall 2004

Level

Graduate

Cite This Course

Course Features

Course Description

In this course on the mathematics of infinite random matrices, students will learn about the tools such as the Stieltjes transform and Free Probability used to characterize infinite random matrices.

Win, Moe, and Alan Edelman. 18.338J Infinite Random Matrix Theory, Fall 2004. (MIT OpenCourseWare: Massachusetts Institute of Technology), http://ocw.mit.edu/courses/mathematics/18-338j-infinite-random-matrix-theory-fall-2004 (Accessed). License: Creative Commons BY-NC-SA


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