Mihai Stoiciu

Professor of Mathematics, Williams College

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  • PCMI 2017 – Introduction to Random Matrix Theory

PCMI 2017 – Introduction to Random Matrix Theory

 

Course Description

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Lectures

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Homework

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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/

 

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