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Random matrices

Lecturer: 
Course Type: 
PhD Course
Academic Year: 
2024-2025
Period: 
April-June
Duration: 
48 h
Description: 

We will discuss the main facts of random matrix theory from the viewpoint of mathematical analysis. We will introduce the Gaussian Unitary Ensemble as the main example and study its properties. Its properties are shared by many other ensembles of random matrices due to universality. We will emphasise the connection to orthogonal polynomials and asymptotic analysis (steepest descent and Riemann-Hilbert problem methods).

Location: 
A-136
Location: 
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Next Lectures: 
Tuesday, May 20, 2025 - 16:00 to 18:00
Tuesday, May 27, 2025 - 14:00 to 16:00
Tuesday, May 27, 2025 - 16:00 to 18:00
Wednesday, May 28, 2025 - 14:00 to 16:00
Tuesday, June 3, 2025 - 14:00 to 16:00
Tuesday, June 3, 2025 - 16:00 to 18:00
Wednesday, June 4, 2025 - 14:00 to 16:00

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