Winter 2021 STAT 25211

Course: STAT 25211

Title: Introduction to Random Matrices

Instructor(s): Alisa Knizel

Teaching Assistant(s): TBA

Class Schedule: Sec 1: TR 2:40 PM–4:00 PM (Remote)

Description: The course is an introduction to the random matrix theory. We will study the asymptotic properties of various random matrix models (Wigner matrices, Gaussian ensembles, etc.). We will also discuss some applications to statistics and neural networks.