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In this course on the mathematics of infinite random matrices, students will learn about the tools such as the Stieltjes transform and Free Probability used to characterize infinite random matrices.
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Attribution: The Open Education Consortium
http://www.ocwconsortium.org/courses/view/440dd89eba64ef9fb7d442ada1c8ce1b/
Course Home http://ocw.mit.edu/courses/mathematics/18-338j-infinite-random-matrix-theory-fall-2004
