Random matrix theory (Spring 2011)Mon-Wed 11:00 - 12:30, in LH I
Some generalities: This is a special topics course on random matrix theory. RMT is a huge subject with many themes, of which we shall try to cover only an essential few. Some useful references are the books by Anderson, Guionnet and Zeitouni, by Peter Forrester, by Bai and Silverstein, by Pastur and Shcherbina and the old classic by Mehta. Of late many experts have taught courses on the subject and have lecture notes or other material posted on their websites. Some of the online resources I know are by Terence Tao, by Benedek Valko and by Fraydoun Rezakhanlou. The difference in material you see in these links is an indicator of how huge the field has grown already.