18.338 Eigenvalues of Random Matrices

Class Info

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 (Spring 2019). It is instructed by A. Edelman.

This class counts for a total of 12 credits. This is a graduate-level class.

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