C7.7 Random Matrix Theory (2022-23)

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  Course Materials

  • Select activity Random Matrix Theory - C7.7 - Problem Sheet 1

    

    Random Matrix Theory - C7.7 - Problem Sheet 1 Assignment

    This problem sheet focuses on material covered in the first two weeks of the course, including basic properties of random matrix ensembles, and the semicircle law and its generalisations.
  • Select activity Random Matrix Theory - C7.7 - Problem Sheet 2

    

    Random Matrix Theory - C7.7 - Problem Sheet 2 Assignment

    This problem sheet focuses on material covered in the third and fourth weeks of the course, including calculations relating to the semicircle law that are specific to the Gaussian ensembles, the Marchenko-Pastur law, and the Stieltjes Transform.
  • Select activity Random Matrix Theory - C7.7 - Problem Sheet 3

    

    Random Matrix Theory - C7.7 - Problem Sheet 3 Assignment

    This problem sheet focuses on material covered in the fifth and sixth weeks of the course, including the joint eigenvalue probability density and calculations using the method of orthogonal polynomials. 
  • Select activity Random Matrix Theory - C7.7 - Problem Sheet 4

    

    Random Matrix Theory - C7.7 - Problem Sheet 4 Assignment

    This problem sheet focuses on material covered in the final two weeks of the course, primarily relating to spectral statistics.
  • Select activity Random Matrix Theory - C7.7 - Lecture Notes

    

    Random Matrix Theory - C7.7 - Lecture Notes File