Lecture Notes

LEC # TOPICS LECTURE NOTES SUPPORTING FILES
2 The Hermite Ensemble: Wigner's Semi-Circle Law Histogramming (PDF)

Experiments with the Classical Ensembles (PDF)
Histogramming

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

Experiments with the Classical Ensembles

wigner.m (M)
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manovaedf.m (M)
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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

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