s Freie Wahrscheinlichkeit Lehre

Prof. Dr. Roland Speicher

Felix Leid

Random matrices

(Winter Semester 2019/20)

Lecture Announcement

The lecture will be given in English.

News


Lectures

Handwritten Notes

Course description

Random matrices are matrices where the entries are chosen randomly. Surprisingly, it turns out that many
questions on random matrices, in particular on the structure of their eigenvalues, has a deterministic answer
when the size of the matrices tends to infinitiy. During the last few decades random matrix theory has become
a centrepiece of modern mathematics, with relations to many different mathematical fields, as well as
applications in applied subjects like wireless communications, data compression or financial mathematics.

The course will give an introduction into the theory of random matrices and will cover subjects like:

Prerequisites

Prerequisites are the basic courses on Analyis and Linear Algebra. In particular, knowledge on measure and
integration theory on the level of our Analysis 3 classes is assumed.
Background on stochastics is helpful, but not required.

Exam

In order to obtain the credit points for this course, you must actively take part at the exercise sessions and obtain 50% of the total of all points on the exercise sheets. You will then be permitted to take part at the oral exams at the end of the term which are the basis for your grade.

Excercises

Tutor: Moritz Speicher
Mail : mobo8[at]gmx.de
Date : Thu 14 -- 16
Place: Room 016 (SR 4), Building E2.5

Assignments

Literature

Publications

Other lectures and lecture notes on random matrices






Updated: 11 July 2019 by Tobias Mai