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This course is an introduction to the basics of random matrix theory, motivated by engineering and scientific applications.
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English
English [CC]
FREE
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Description
Course content
- Jacobian Code Unlimited
- Why are Random Matrices Cool? Unlimited
- Class Handout (Chapter 8) Unlimited
- Class Handout Addendum (Handbook of Matrix Jacobians) Unlimited
- Class Handout (Chapter 9) Unlimited
- Professor Edelman’s Thesis with some of the Eigenvalue Density Formulas Unlimited
- Multivariate Orthogonal Polynomials Handout Unlimited
Instructor
Massachusetts Institute of Technology
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1916
1520
