PhD course: Random matrices
Course code: FSF3624
Time: Tue 2020-10-06 15.15
Lecturer: Kurt Johansson, Maurice Duits, Kevin Schnelli
Location: Zoom meeting ID: 636 3719 5693
Random matrix theory has a history going back to mathematical statistics in the 1920's and nuclear physics in the 1950's. In the last 20-30 years the subject has expanded considerably and is now a broad research area. It has connections to many parts of mathematics and other fields, e.g. asymptotic analysis, combinatorics, number theory, statistics, statistical physics, numerical analysis, and communications theory. This means that one can study the area of random matrices from many different points of view and there are many possible approaches to solving problems within the subject. The course will cover some basic aspects of random matrices with an emphasis on basic mathematical concepts and techniques.
Course website: canvas.kth.se/courses/23922