University: Massachusetts Institute of Technology
Instructors: Prof. Moe Win
Prof. Alan Edelman
Course Number: 18.338J
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.
No particular prerequisites are needed. We assume that students have had an undergraduate course in Linear Algebra (18.06) or its equivalent and some exposure to probability (6.041 or 6.042J are more than sufficient). Knowledge of combinatorial theory is a bonus. A familiarity with MATLAB® will also be useful.