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課程名稱 |
隨機矩陣專題
SEMINAR ON RANDOM MATRICES |
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開課學期 |
98-2 |
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授課對象 |
理學院 數學研究所 |
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授課教師 |
張志中 |
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課號 |
MATH7507 |
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課程識別碼 |
221 M2170 |
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班次 |
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學分 |
2 |
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全/半年 |
半年 |
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必/選修 |
選修 |
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上課時間 |
星期二3,4(10:20~12:10) |
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上課地點 |
舊數103 |
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備註 |
先備知識：機率論一。
總人數上限：20人 |
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/982randommatrix |
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課程簡介影片 |
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核心能力關聯 |
本課程尚未建立核心能力關連 |
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課程大綱
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為確保您我的權利,請尊重智慧財產權及不得非法影印
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課程概述 |
We will mainly focus on various limiting behaviors, e.g. law of large numbers, central limit theorems, and large deviations, of the spectral distribution of random matrices. Some recent results about random discrete matrices, e.g. independent Bernoulli-distributed entries, will also be studied. |
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課程目標 |
Study various limiting behaviors of the spectral distribution of random matrices. |
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課程要求 |
Measure theory, probability theory (I), complex analysis, and linear algebra. |
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預期每週課後學習時數 |
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Office Hours |
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指定閱讀 |
To be determined |
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參考書目 |
1. An Introduction to Random Matrices. By Greg W. Anderson, Alice Guionnet, and Ofer Zeitouni. Cambridge Studies in Advanced Mathematics, 2009.
2. Orthogonal polynomials and random matrices: A Riemann-Hilbert approach. By P. Deift. Courant Lecture Notes, 2000.
3. Recent research papers. |
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評量方式
(僅供參考) |
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