Back
| Semester | fall semester 2021 |
| 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 of matrices 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. These will be similar but not identical to the notes from the last time this course was given: https://probability.dmi.unibas.ch/belius/teaching/rmt/rmt.html The following books can serve as useful companions to the course: *) "Topics in Random Matrix Theory" by Terence Tao *) "An Introduction to Random Matrices" by Anderson, Guionnet, Zeitouni. |
| Admission requirements | Prerequisites: Linear Algebra, Analysis, Einführung in die Statistik, Wahrscheinlichkeitstheorie |
| Language of instruction | English |
| Use of digital media | No specific media used |
| Course auditors welcome |
| Interval | Weekday | Time | Room |
|---|---|---|---|
| wöchentlich | Monday | 14.15-16.00 | - Online Präsenz - |
| Date | Time | Room |
|---|---|---|
| Monday 20.09.2021 | 14.15-16.00 | --, -- |
| Monday 27.09.2021 | 14.15-16.00 | --, -- |
| Monday 04.10.2021 | 14.15-16.00 | --, -- |
| Monday 11.10.2021 | 14.15-16.00 | --, -- |
| Monday 18.10.2021 | 14.15-16.00 | --, -- |
| Monday 25.10.2021 | 14.15-16.00 | --, -- |
| Monday 01.11.2021 | 14.15-16.00 | --, -- |
| Monday 08.11.2021 | 14.15-16.00 | --, -- |
| Monday 15.11.2021 | 14.15-16.00 | --, -- |
| Monday 22.11.2021 | 14.15-16.00 | --, -- |
| Monday 29.11.2021 | 14.15-16.00 | --, -- |
| Monday 06.12.2021 | 14.15-16.00 | --, -- |
| Monday 13.12.2021 | 14.15-16.00 | --, -- |
| Monday 20.12.2021 | 14.15-16.00 | --, -- |
| Modules |
Module: Applied Mathematics (Bachelor's Studies: Mathematics) Module: Applied Mathematics (Computational Mathematics) (Bachelor's Studies: Computational Sciences (Start of studies before 01.08.2018)) 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 |