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Introduction to random matrix theory

GFM seminar
FCUL, C6, room 6.2.33
2016-02-24 14:30 .. 15:30
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by Miguel Tierz (GFMUL)

We will give a simple introduction to random matrix theory. We will start by presenting some of the motivations for the study of random matrices, giving some historical perspective on the subject while also highlighting some of the more prevalent current applications. The definition of a random matrix ensemble will be given and its implications analyzed by showing how to work with the joint probability distribution function of the eigenvalues.