A list of papers is available in the readings section of this Web site. The topics represented are by no means exhaustive but are meant to be indicative of the work done by researchers in diverse communities involving random matrix theory.
As part of the project assignment for this course, students are encouraged to explore an area where random matrix theory has been applied in greater detail. What we’re hoping is that at the end of the class, you are able to:
Explain to the rest of the class what makes the particular application/theory interesting.
Mention what other generalizations of the random matrix problem are interesting but not discussed.
Work with Professor Edelman to see if we can say something more about these generalizations.
Identify the core random matrix question that needs to be solved to tackle the generalization.
The final project will involve a presentation to the class and a write-up (with MATLAB® code for any simulations). We will have a mid-semester presentation that will be scheduled in Professor Edelman’s office to track the progress of the project.
Numerical Methods for Random Matrices by Per-Olof Persson. MIT 18.325: Random Matrices, Fall 2002
Report (PDF) (Courtesy of Per-Olof Persson. Used with permission.)
Slides 1 (PDF) (Courtesy of Per-Olof Persson. Used with permission.)
Slides 2 (PDF) (Courtesy of Per-Olof Persson. Used with permission.)