Time:2022.2.21~6.10 (Fri.) 9:50-12:15 + 9:50-12:15 13:30-16:35, June 17,2022Venue:近春西楼第三会议室 Conference Room 3;Tencent Meeting ID: 337-4653-4241 PW: 1212Speaker:王浩然
Description: This course will give a brief introduction to random matrix theory. Some topics we plan to cover are: Wigner semicircle law, the moment method, the resolvent method, invariant ensembles, Wigner matrices, sample covariance matrices, bulk universality, edge universality, rigidity of eigenvalues, Dyson Brownian motion, Tracy-Widom law, and free probability.Prerequisite:Probability, S...