|
Home
| Subject Search
| Help
| Symbols Help
| Pre-Reg Help
| Final Exam Schedule
| My Selections
|
Searched for: 1 subject found.
18.338 Eigenvalues of Random Matrices
(
)
Prereq: 18.701 or permission of instructor
Units: 3-0-9
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.
Staff
| ||||||||
