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This course is an introduction to the basics of random matrix theory, motivated by engineering and scientific applications.
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Attribution: The Open Education Consortium
http://www.ocwconsortium.org/courses/view/84e08d4fc2d58a875814b45bbe2da4c9/
Course Home http://ocw.mit.edu/courses/mathematics/18-996-random-matrix-theory-and-its-applications-spring-2004