18.338 Eigenvalues of Random Matrices (Spring 2015)


Lecturer: Alan Edelman

Office Hours: N/A

Lectures: M W 11:00-12:30 in E17-129 (Optional classes on some Fridays)

Email: edelman AT math.mit.edu


Course Description:

We focus on the mathematics of random matrices - from the finite to the infinite, and beyond.

Our emphasis will be on interplay between the varying mathematical tools that have come to play in the modern understanding of random matrix theory. We will also discuss applications of random matrix techniques to problems in engineering and science.

Additional topics will be decided based on the interests of the students. No particular prerequisites are needed though a proficiency in linear algebra and basic probability will be assumed. A familiary with numerical computing languages such as Julia, MATLAB, or Mathematica may be useful .... our primary focus will be Julia and some Mathematica.

This is a graduate course that is intended to be flexible so as to cover the backgrounds of different students. Generally grading will be based on satisfactory completion of problem sets and projects or equivalents.

We recommend students consider simultaneously enrolling in MIT 18.177 TR 1-2:30@E17-122 with Professor Alice Guionnet for free probability theory!


[01.23.2015] Welcome!

[01.25.2015] Course Piazza is up, click Here to enroll!