Special software is required to use some of the files in this section: .m.
| LEC # | TOPICS | LECTURE NOTES | SUPPORTING FILES |
|---|---|---|---|
| 2 | The Hermite Ensemble: Wigner's Semi-Circle Law | Histogramming (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) |
| 3 | The Laguerre Ensemble: Marcenko-Pastur Theorem | The Stieltjes Transform Based Approach (PDF) (Courtesy of Raj Rao. Used with permission.) | |
| 5 | The "Semi-Circular" Element: Central Limit Theorem for Infinite Random Matrices | Tridiagonal Matrices, Orthogonal Polynomials and the Classical Random Matrix Ensembles (PDF) (Courtesy of Brian Sutton. Used with permission.) | trijacobi.m (M) |
| 6 | Free Cumulants in Free Probability | Essentials 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) |
| 7 | Free Cumulants in Free Probability (cont.) | Project Ideas (PDF) |