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Infinite Random Matrix Theory >> Content Detail



Lecture Notes



Lecture Notes

Special software is required to use some of the files in this section: .m.

LEC #TOPICSLECTURE NOTESSUPPORTING FILES
2The Hermite Ensemble: Wigner's Semi-Circle LawHistogramming (PDF)

Experiments with the Classical Ensembles (PDF)
Histogramming

bellcurve.m (M)
histn.m (M)
momwigner.m (M)

Experiments with the Classical Ensembles

wigner.m (M)
wishart.m (M)
manova.m (M)
wigneredf.m (M)
wishartedf.m (M)
manovaedf.m (M)
classicexpt.m (M)
3The Laguerre Ensemble: Marcenko-Pastur TheoremThe Stieltjes Transform Based Approach (PDF) (Courtesy of Raj Rao. Used with permission.)
5The "Semi-Circular" Element: Central Limit Theorem for Infinite Random MatricesTridiagonal Matrices, Orthogonal Polynomials and the Classical Random Matrix Ensembles (PDF) (Courtesy of Brian Sutton. Used with permission.)trijacobi.m (M)
6Free Cumulants in Free ProbabilityEssentials of Finite Random Matrix Theory (PDF)

Numerical Methods in Random Matrices (PDF) (Courtesy of Per-Olof Persson. Used with permission.)
Essentials of Finite Random Matrix Theory

jsymeig.m (M)
7Free Cumulants in Free Probability (cont.)Project Ideas (PDF)

 








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