Lectures on Random Matrix Theory
نویسنده
چکیده
منابع مشابه
Random Matrix Theory
Random matrix theory is usually taught as a sequence of several graduate courses; we have 16 lectures, so we will give a very brief introduction. Some relevant books for the course: • G. Anderson, A. Guionnet, O. Zeitouni. An introduction to random matrices. [1] • A. Guionnet. Large random matrices: lectures on macroscopic asymptotics. • M. L. Mehta. Random matrices. The study of random matrice...
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These notes were prepared for three guest lectures I gave at Stanford in Spring quarter of 2017 as part of Amir Dembo’s graduate-level course on Large Deviations and Random Matrices. My primary sources were: (1) Sections 2.3 and 2.7 of Tao’s text on random matrix theory [Tao12] (also available on his blog). (2) The ICM lecture notes of Rudelson and Vershynin [RV10]. (3) The paper [TV10a] of Tao...
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