Infinite Random Matrix Theory
18.338J · Aeronautics and Astronautics, Mathematics · Graduate · Fall 2004
Prof. Moe Win, Prof. Alan Edelman
In this course on the mathematics of infinite random matrices, students will learn about the tools such as the Stieltjes transform and Free Probability used to characterize infinite random matrices.
The syllabus, on MIT OpenCourseWare
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Attribution
Prof. Moe Win, Prof. Alan Edelman. 18.338J Infinite Random Matrix Theory. Fall 2004. Massachusetts Institute of Technology: MIT OpenCourseWare, https://ocw.mit.edu. License: CC BY-NC-SA 4.0.
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