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Advanced Topics in Probability

California Institute of TechnologyApplied & Computational Math
Credits9
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Semester offeredsecond ter
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Last updated3 months ago

Description

Topic varies by year. 2023-24: Random matrix theory. This class introduces some fundamental random matrix models with applications in computational mathematics, statistics, signal processing, algorithms, and other areas. The focus is on finite-dimensional examples and comparisons with ideal models. Specific topics may include the independent sum model, matrix concentration inequalities, geometric random matrix theory, classical ensembles and their limiting spectral properties, universality laws, and free probability. Lectures and homework will require the ability to understand and produce mathematical proofs. Not offered 2025-26. Prerequisites: CMS 107a and CMS/ACM 117; or instructor's permission. Instructor: Staff

Course outline
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Preview the 5 closest equivalencies already indexed in our system

ACM217 has possible credit equivalents including INFR08031 at The University of Edinburgh.

CourseUniversityQwest Score
INFR08031
Discrete Mathematics and Probability
The University of Edinburgh70
INFR08031
Discrete Mathematics and Probability
The University of Edinburgh70