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Stat 206b: Stochastic Processes

STAT C206B / MATH C223B: Advanced Topics in Probability and Stochastic Processes

Eigenvalues of Random matrices

Instructor: Vadim Gorin

Class Description

The main topics include: How do random matrices appear in mathematics, statistics, and theoretical physics? What are the main types of asymptotic behaviors for random eigenvalues? What tools can be used for proving asymptotic theorems? Required background: linear algebra, a comprehensive course in probability theory, and experience with mathematical proofs.


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