18.996 | Spring 2004 | Graduate

Random Matrix Theory and Its Applications

Course Description

This course is an introduction to the basics of random matrix theory, motivated by engineering and scientific applications.
Learning Resource Types
notes Lecture Notes
group_work Projects with Examples
A chart of a semi-circle.
A plot of the distribution of the eigenvalues of the Gaussian Unitary Ensemble. (Image by Prof. Alan Edelman.)