Introduction to Random Matrix Theory
Student No.:40
Time:Tue & Thu 09:50-11:25, Oct.23-Dec.13
Instructor:黄冠Huang Guan  
Place:Conference Room 3, Jin Chun Yuan West Bldg.
Starting Date:2018-10-23
Ending Date:2018-12-13

In this course, we will discuss some basic concepts in Random Matrix Theory, including the semicircular law, free probability, Gaussian ensembles, etc.

Prerequisite: General undergraduate training in Algebra, Analysis and Probability.

[1] Terence Tao, Topics in Random Matrix Theory;
[2] Laszlo Erdos, Horng-Tzer Yau, A Dynamical Approach to Random Matrix Theory.