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. The course was taught at MIT in Fall 2004 by Profs. Moe Win and Alan Edelman.
Target audience: Graduate
Institution: Massachusetts Institute of Technology
Materials available: Problem sets or projects, Course outline or syllabus, Textbook recommendations, Downloadable code or data files