Reporter: Jun Yin（UCLA）
Time: 14:30-16:30, May 22, 14:30-15:30, May 23, May 24, 9:30-10:30, May 25, 2024
Place: room 5107 (May 22), room 5206 (May 23, 24, 25), the Fifth Teaching Building
This five-hour course offers an engaging introduction to Random Matrix Theory, focusing on matrices characterized by nearly independent entries, such as Wigner matrices, non-Hermitian matrices, and band matrices. Participants will delve into the fundamental concepts and main methods used to analyze these matrices, gaining insight into significant theoretical results that shape the field. While the course will highlight critical findings, it will not concentrate on detailed proofs but rather on understanding the methodologies and applications of these results in theoretical and practical contexts. Designed for students and professionals with a foundational understanding of linear algebra and probability, this course aims to enhance participants' knowledge and analytical skills in tackling problems within the realm of random matrix theory.
随机矩阵起源于多元统计与量子物理，是概率论与线性代数的融合，是当前概率论与数学物理的重要研究方向并广泛应用于诸多学科领域。本前沿课程关注随机矩阵近十几年的基本方法和主要结果，聚焦于Wigner型矩阵与Resolvent 方法。
