Random Matrix Theory and Its Applications

A chart of a semi-circle.

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


MIT Course Number

18.996 / 16.399

As Taught In

Spring 2004



Cite This Course

Course Features

Course Description

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

Win, Moe, and Alan Edelman. 18.996 Random Matrix Theory and Its Applications, Spring 2004. (MIT OpenCourseWare: Massachusetts Institute of Technology), http://ocw.mit.edu/courses/mathematics/18-996-random-matrix-theory-and-its-applications-spring-2004 (Accessed). License: Creative Commons BY-NC-SA

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