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Lecture 1 Lecture 2 Lecture 3 Lecture 4 Lecture 5 Lecture 6 Lecture 7 Lecture 8 Lecture 9 Lecture 10 Lecture 11 Lecture 12 Lecture 13 Lecture 14 Lecture 15 Lecture 16 Lecture 17 Lecture 18 Lecture 19 Lecture 20 Lecture 21 Lecture 22 Lecture 23 Lecture 24

Random Matrices - Lecture 1 (17.10.2019)


Keywords

introduction: motivation and overview (brief history; what are random matrices; histogram of eigenvalues and Wigner's semicircle law; universality; concentration phenomena; from histograms to moments)