Probability and Stochastic Analysis - University of Bonn

Graduate Seminar on Probability Theory, WS 2010/2011

Time, roomTo be arranged
StartSecond week of the semester
SupervisionPatrik Ferrari (LWK 3.047)

Subject: Random matrices and Applications

The topic of the seminar will be random matrices and applications.

We will use as basis the recent book by Anderson, Guionnet and Zeitouni "An Introduction to Random Matrices", which is available for free here. There is another book "Handbook on Random Matrix Theory" in which 20-pages chapters present the applications to a wide variety of fields (physics, zeros's of Riemann-Zeta function, information theory, ...). This is not yet available but as author of one chapter I have a preliminary copy.

If you are interested in participating, please send me an email, in particular if you cannot come to the preparatory meeting on August 4th.