18.996 / 16.399 Random Matrix Theory and Its Applications

As taught in: Spring 2004

A chart of a semi-circle.

A plot of the distribution of the eigenvalues of the Gaussian Unitary Ensemble. (Image by Prof. Alan Edelman.)




Prof. Moe Win

Prof. Alan Edelman

Course Features

Course Description

This course is an introduction to the basics of random matrix theory, motivated by engineering and scientific applications.