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| Semester | spring semester 2019 |
| Course frequency | Irregular |
| Lecturers | David Belius (david.belius@unibas.ch, Assessor) |
| Content | This course in an introduction to Random Matrix Theory. Random matrix theory studies the eigenvectors and eigenvalues whose entries are random variables. The results proved in the course will include Wigner's celebrated theorem on the distribution of eigenvalues of a symmetric NxN random matrix with IID entries above the diagonal, in the limit N->infinity. Random matrices play an important role in fields such as number theory, physics, statistics and machine learning. The language of the course is English. Typed lecture notes will be provided. The book "Topics in Random Matrix Theory" by Terence Tao is a useful companion to the course. |
| Admission requirements | Prerequisites: Linear Algebra, Einführung in die Statistik, Wahrscheinlichkeitstheorie |
| Language of instruction | English |
| Use of digital media | No specific media used |
| Interval | Weekday | Time | Room |
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No dates available. Please contact the lecturer.
| Modules |
Module: Applied Mathematics (Bachelor's Studies: Mathematics) Module: Applied Mathematics (Computational Mathematics) (Bachelor's Studies: Computational Sciences) Module: Non-Life Insurance (Master's Studies: Actuarial Science) |
| Assessment format | continuous assessment |
| Assessment registration/deregistration | Reg.: course registration, dereg: cancel course registration |
| Repeat examination | no repeat examination |
| Scale | 1-6 0,5 |
| Repeated registration | as often as necessary |
| Responsible faculty | Faculty of Science, studiendekanat-philnat@unibas.ch |
| Offered by | Fachbereich Mathematik |