18.996 / 16.399 Random Matrix Theory and Its Applications

As taught in: Spring 2004

A chart of a semi-circle.

A plot of the distribution of the eigenvalues of the Gaussian Unitary Ensemble. (Image by Prof. Alan Edelman.)

Level:

Graduate

Instructors:

Prof. Moe Win

Prof. Alan Edelman

Course Features

Course Description

This course is an introduction to the basics of random matrix theory, motivated by engineering and scientific applications.