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Searched for: 1 subject found.
18.338 Eigenvalues of Random Matrices
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Prereq: 18.701 or permission of instructor
Units: 3-0-9
Lecture: MW2.30-4 (4-261)
Covers the modern main results of random matrix theory as it is currently applied in engineering and science. Topics include matrix calculus for finite and infinite matrices (e.g., Wigner's semi-circle and Marcenko-Pastur laws), free probability, random graphs, combinatorial methods, matrix statistics, stochastic operators, passage to the continuum limit, moment methods, and compressed sensing. Knowledge of MATLAB hepful, but not required.
A. Edelman
No required or recommended textbooks
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