Graduate Seminar on Probability Theory, WS 2010/2011
|Time, room||To be arranged|
|Start||Second week of the semester|
|Supervision||Patrik 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.