18.338 Eigenvalues of Random Matrices
Repeats every week every Monday and every Wednesday until Wed Dec 10 2025 except Mon Oct 13 2025, Mon Nov 10 2025.
Wed, 09/03/2025 - 3:00pm to 4:30pmLocation:
4-153
Instructor:
Alan Edelman
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 Julia helpful, but not required.