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Material Detail

18.996 Random Matrix Theory and Its Applications | Mathematics

18.996 Random Matrix Theory and Its Applications | Mathematics

This course is an introduction to the basics of random matrix theory, motivated by engineering and scientific applications.
Keywords:
wedging, Matrix Jacobians, Random matrix theory, Matrix beta ensembles, Plucker coordinates, sample covariance matrices, 16.399, Probability and Statistics, Mathematical Analysis, Stiefel manifold, hypergeometric functions, orthogonal polynomials, matrix factorizations, eigenvalue density, Applied Mathematics, wireless communications, Wigner's Semi-Circular laws, spherical coordinates, Marcenko-Pastur theorem, 18.996, Telatar's paper, Cauchey-Binet theorem, Calculus, free probability, matrix integrals, Wishart Matrices, level densities, householder transformations, wireless communictions, Linear Algebra
Disciplines:
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More about this material

Material Type:
Online Course
Date Added to MERLOT:
May 12, 2016
Date Modified in MERLOT:
May 12, 2016
Author:
Unknown (Know the author?)
Submitter:
Barbra Bied Sperling
Hispanic Serving Institution
Primary Audience:
Graduate School
Technical Format:
Website
Mobile Compatibility:
Not specified at this time
Language:
English
Cost Involved:
No
Source Code Available:
No
Creative Commons:
Creative Commons License
This work is licensed under a Attribution-NonCommercial-ShareAlike 3.0 United States

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