Infinite Random Matrix Theory OpenCourseWare: A Free Online Graduate Study Mathematics Course by MIT

Published Jan 21, 2009

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'Infinite Random Matrix Theory' is a free OpenCourseWare offered by MIT. This course concentrates on the mathematical theories and various applications of infinite random matrix theory. Researchers and graduate students in a variety of disciplines, including health policy, mathematics, engineering and physics, will find this graduate-level course useful to the studies in their chosen field.

Infinite Random Matrix Theory: Course Specific

Degree Level Free Audio Video Downloads
Graduate Yes No No Yes

Lectures/Notes Study Materials Tests/Quizzes
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Infinite Random Matrix Theory: Course Description

Professors Alan Edelman and Moe Win are the instructor for this free course that is provided by the MIT Department of Mathematics. The primary objective of this course is to develop students' understanding of infinite random matrix theory and to prepare them for understanding research materials and manufacturing solutions that utilize these theories. Students will receive an in-depth education in Stieltjes transforms, free probability and the application of these concepts for characterizing infinite random matrices. Students will also learn how to use analytical and computational tools to study new challenges in matrix theory. Course lectures cover a variety of topics, including histograms, experiments with classical matrix theory, essentials of finite random matrix theory and numerical methods in random matrices.

The materials for this course include lecture notes, project outlines, a reading list with links to complete text of articles; there is also a list of related resources. If you are interested in taking this course, visit the infinite random matrix theory course page.

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