18.338J / 16.394J Infinite Random Matrix Theory

Fall 2004

Drawing of a non-crossing partition and a crossing partition.
The power of infinite random matrix theory comes from being able to systematically identify and work with non-crossing partitions (as depicted on the left). The figure on the right depicts a crossing partition which becomes important when trying to understand the higher order terms which infinite random matrix theory cannot predict. (Figure by Prof. Alan Edleman.)

Course Highlights

This course features an extensive reading list with links to full text articles as well as selected lecture notes and an extensive list of related resources.

Course Description

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.

Technical Requirements

Special software is required to use some of the files in this course: .m, .ps.

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Staff

Instructors:
Prof. Alan Edelman
Prof. Moe Win

Course Meeting Times

Lectures:
Two sessions / week 
1.5 hours / session

Level

Graduate