Mihai Stoiciu

Course Description

PCMI_2017_Intro_RMT_Course_Info

Lectures

PCMI_2017_Intro_RMT_Handout_01

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PCMI_2017_Intro_RMT_Handout_05_Part_2

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Homework

PCMI_2017_Intro_RMT_Homework_01

PCMI_2017_Intro_RMT_Homework_02

PCMI_2017_Intro_RMT_Homework_03

PCMI_2017_Intro_RMT_Homework_04

PCMI_2017_Intro_RMT_Homework_05

PCMI_2017_Intro_RMT_Homework_05_Part_2

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PCMI_2017_Intro_RMT_Homework_07

PCMI_2017_Intro_RMT_Homework_08

PCMI_2017_Intro_RMT_Homework_09

PCMI_2017_Intro_RMT_Homework_10

PCMI_2017_Intro_RMT_Homework_11

Resources

“What Is A Random Matrix” by Persi Diaconis: http://www.ams.org/notices/200511/what-is.pdf

“An Introduction to Random Matrix Theory” by Greg W. Anderson, Alice Guionnet, and Ofer Zeitouni: http://www.wisdom.weizmann.ac.il/~zeitouni/cupbook.pdf

“Topics in Random Matrix Theory” by Terry Tao: https://terrytao.files.wordpress.com/2011/02/matrix-book.pdf

Article about the Tracy-Widom distribution: https://www.quantamagazine.org/beyond-the-bell-curve-a-new-universal-law-20141015/