Spring 2019
Meetings: MWF 8:50-9:55, Van Vleck B325
B119
Instructor: Benedek Valkó
Office: 409 Van Vleck
Office hours: W 11-12 or by appointment
Course description:
The course is an introduction to random matrix theory. We will
cover results on the asymptotic properties of various random
matrix models (Wigner matrices, Gaussian ensembles,
beta-ensembles). We will investigate the limit of the empirical
spectral measure both on a global and local scale.
Prerequisites: Basics in probability theory and linear algebra. Some knowledge of stochastic processes will also be helpful.
Textbook: The course will not have an official textbook. I will post lecture notes for certain parts of the material on Canvas.Evaluation:
The final grade will be based
on homework assignments. The assignments will be posted on the
Canvas page of the course. There is no final exam in the course.