Random Matrix Theory and Its Applications
18.996 · Aeronautics and Astronautics, Mathematics · Graduate · Spring 2004
Prof. Moe Win, Prof. Alan Edelman
This course is an introduction to the basics of random matrix theory, motivated by engineering and scientific applications.
The syllabus, on MIT OpenCourseWare
The full course — syllabus, assigned readings, problem sets, exams, and lecture notes — lives on OCW. These open the real thing:
Syllabus ↗
Course overview, grading, schedule
Readings ↗
The assigned reading list, session by session
Assignments ↗
Problem sets and projects
Full course on OCW ↗
Everything, including lecture materials
Attribution
Prof. Moe Win, Prof. Alan Edelman. 18.996 Random Matrix Theory and Its Applications. Spring 2004. Massachusetts Institute of Technology: MIT OpenCourseWare, https://ocw.mit.edu. License: CC BY-NC-SA 4.0.
Course materials are © their authors and licensed CC BY-NC-SA 4.0. CurrMana links to the source and does not re-host them.