Random Matrix Theory and Its Applications OpenCourseWare: A Free MIT Graduate Level Course on Random Matrix Theory

Published Jan 16, 2009

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This free course entitled, 'Random Matrix Theory and Its Applications,' is offered courtesy of MIT's OpenCourseWare program. The goal of this course is to examine how engineers and research scientists have applied random matrix theories across the disciplines of mathematics, engineering, physics and statistics. The course is recommended for graduate students interested in the application of cutting-edge mathematical theories.

Random Matrix Theory and Its Applications: Course Specifics

Degree Level Free Audio Video Downloads
Graduate Yes No No Yes

Lectures/Notes Study Materials Tests/Quizzes
Yes Yes No

Random Matrix Theory and Its Applications: Course Description

'Random Matrix and Its Applications' is an OpenCourseWare that is based on a series of 28 lectures given by Professors Alan Edelman and Moe Win of the MIT Department of Mathematics. This course provides an overview of the basics of random matrix theory as it is used in the fields of scientific and engineering research, in combination with numerical analysis software. Heavy emphasis is given to topics like free probability, numerical computing, Wishart Matrices, Jacobian's and Wigner's Semi-Circular laws. Students can expect to study the cutting edge mathematics currently associated with finite dimensional random matrices and infinite dimensional random matrices.

The materials for this course are comprised of lecture notes and sample projects that are available in downloadable PDF files, as well as a reading list. If you are interested in taking this course, visit the random matrix theory course page.

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