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.

Course Info

Learning Resource Types
Lecture Notes
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.)
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