18.338J | Fall 2004 | Graduate
Infinite Random Matrix Theory

Related Resources

Workshops on Random Matrices

Free probability workshop at MSRI
Contains streaming videos of lectures by some of the prominent people involved in free probability. Also contains .pdf versions of their slides. Some, but not all, is related to aspects of infinite random matrix theory.

Random Matrix Models workshop at MSRI
Contains streaming videos lectures by (mostly) physicists and mathematicians involved in, generally speaking, finite random matrix theory.

Workshop on Random Matrices at FoCM
Workshop on the mathematics and applications of Finite and Infinite Random Matrix Theory. Links contained are useful for getting a sense of the state-of-the-art in the theory and applications of Random Matrix Theory.

Other Notable Workshops

Workshop on Random Matrices and Other Random Objects

Journals

Articles on Random Matrix Theory may be found in the following journals.

ArXiV
Contains pre-prints related to random matrix theory. Sometimes the articles are published under “free probability”, and “integrable systems” though a keyword search should suffice.

Journal of Multivariate Analysis and Applications

SIAM Matrix Analysis and Applications

Prominent Researchers in Free Probability

Dan Virgil Voiculescu (UC Berkeley). Bio (PDF)

Roland Speicher (Queens University)

Ken Dykema (Texas A&M)

Denes Petz (Budapest University of Technology and Economics)

Phillippe Biane (Ecole Normale Supirieure)

Alexandru Nica (University of Waterloo)

Uffe Haagerup (University of Southern Denmark)

James Mingo (Queens University)

Michael Anshelevich (UC Riverside)

Piotr Sniady (University of Wroclaw)

Prominent Researchers in Infinite Random Matrix Theory

Jack Silverstein (NCSU)

Peter Forrester (University of Melbourne)

Zhidong Bai (National University of Singapore)

Iain Johnstone (Stanford)

Craig Tracy (UC Davis)

Harold Widom (UC Santa Cruz)

Alexander Soshnikov (UC Davis)