Eigenvalues of Random Matrices (Advanced Topics in Probability and Stochastic Processes, Spring 2025)

Eigenvalues of Random Matrices (Advanced Topics in Probability and Stochastic Processes, Spring 2025)

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Course Information 2498400  

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  Course_information.pdf Course_information.pdf       1

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Lecture slides

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Lecture slides 2507239  

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  Lecture 1 Intro & Classical densities.pdf Lecture 1 Intro & Classical densities.pdf       1

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  Lecture 2 Law of large numbers through tridiagonal matrices.pdf Lecture 2 Law of large numbers through tridiagonal matrices.pdf       2

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  Lecture 3 Point processes.pdf Lecture 3 Point processes.pdf       3

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  Lecture 4 Steepest descent.pdf Lecture 4 Steepest descent.pdf       4

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  Lecture 5 Tracy-Widom, Gaudin-Mehta, general beta.pdf Lecture 5 Tracy-Widom, Gaudin-Mehta, general beta.pdf       5

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  Lecture 6 Multivariate Bessel functions.pdf Lecture 6 Multivariate Bessel functions.pdf       6

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  Lecture 7 Asymptotics of corners.pdf Lecture 7 Asymptotics of corners.pdf       7

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  Lecture 8 Addition of matrices.pdf Lecture 8 Addition of matrices.pdf       8

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  Lecture 9 Signal plus noise.pdf Lecture 9 Signal plus noise.pdf       9

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  Lecture 10 Dyson Brownian motion.pdf Lecture 10 Dyson Brownian motion.pdf       10

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  Lecture 11 Universality.pdf Lecture 11 Universality.pdf       11

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  Lecture 12 CLT and GFF.pdf Lecture 12 CLT and GFF.pdf       12

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  Lecture 13 Random matrices and 2d statistical mechanics.pdf Lecture 13 Random matrices and 2d statistical mechanics.pdf       13

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  Lecture 14 Random growth models.pdf Lecture 14 Random growth models.pdf       14

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