Random Matrix Theory
نویسنده
چکیده
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 matrices originated in statistics, with the investigation of sample covariance matrices, and in nuclear physics, with Wigner’s model of atomic nuclei by large random matrices. A random matrix is a matrix with random entries. Let us see what sorts of questions we can ask about this object and what tools we can use to answer them. Questions:
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