STAT C206B / MATH C223B: Advanced Topics in Probability and Stochastic Processes
Eigenvalues of Random matrices
Instructor: Vadim Gorin
Class Description¶
The main topics include: How do random matrices appear in mathematics, statistics, and theoretical physics? What are the main types of asymptotic behaviors for random eigenvalues? What tools can be used for proving asymptotic theorems? Required background: linear algebra, a comprehensive course in probability theory, and experience with mathematical proofs.