Alladi Ramakrishnan Hall
Random Matrices a crash course
Manjunath Krishnapur
Indian Institute of Science Bangaluru
We give a short introduction to random matrix theory in three
lectures. We shall try to cover the following aspects:
(1) Wigner's semicircle law with many proofs.
(2) GUE and GOE - special ensembles of random matrices
(3) Some aspects of non-hermitain random matrices.
Basic probability theory and functional analysis are assumed.
Done