18.338 Eigenvalues of Random Matrices
Covers the modern main results of random matrix theory as it is currently applied in engineering and science. Topics include matrix calculus for finite and infinite matrices (e.g., Wigner's semi-circle and Marcenko-Pastur laws), free probability, random graphs, combinatorial methods, matrix statistics, stochastic operators, passage to the continuum limit, moment methods, and compressed sensing. Knowledge of MATLAB hepful, but not required.
This class has 18.701 as a prerequisite.
18.338 will be offered this semester (Fall 2019). It is instructed by A. Edelman.
Lecture occurs 2:30 PM to 4:00 PM on Mondays and Wednesdays in 4-261.
This class counts for a total of 12 credits.
You can find more information at the 18.338 Course Website site.
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