Apr 21, 2024  
Graduate Record 2020-2021 
Graduate Record 2020-2021 [ARCHIVED RECORD]

MATH 8380 - Random Matrices

Discusses fundamental problems and results of the theory of random matrices, and their connections to tools of algebra and combinatorics: Wigner’s semicircle law, free probability, Gaussian, circular, and beta ensembles of random matrices, bulk and edge asymptotics and universality, Dyson’s Brownian motion, determinantal point processes, and discrete analogues of random matrix models. Prerequisite: MATH 7360 or instructor permission.

Credits: 3