Course: CAAM 38520=STAT 38520
Title: Topics in Random Matrix Theory
Instructor(s): Pierre Yves Gaudreau Lamarre
Teaching Assistant(s):
Class Schedule: Sec 1: MW 1:30 PM-2:50 PM in Jones 226
Description: Random matrix theory (RMT) is among the most prominent subjects in modern probability theory, with applications in a wide range of disciplines (including physics, statistics, engineering, and finance). The purpose of this course is to study a broad sample of the most prominent research programs in RMT as well as their motivating applications. Main topics will include (time permitting) the moment method in RMT and its connection to combinatorics, universality, operator limits, and matrix concentration.