18.338J / 16.394J Infinite Random Matrix Theory, Fall 2004
The power of infinite random matrix theory comes from being able to systematically identify and work with non-crossing partitions (as depicted on the left). The figure on the right depicts a crossing partition which becomes important when trying to understand the higher order terms which infinite random matrix theory cannot predict. (Figure by Prof. Alan Edleman.)
课程重点
This course features an extensive reading list with links to full text articles as well as selected lecture notes and an extensive list of related resources.
课程描述
In this course on the mathematics of infinite random matrices, students will learn about the tools such as the Stieltjes transform and Free Probability used to characterize infinite random matrices.
技术需求
MATLAB® software is required to run the .m files found on this course site. Postscript viewer software, such as Ghostscript/Ghostview, can be used to view the .ps files found on this course site.
