Kurt Johansson: FSF3624 Random matrices

First meeting: Monday September 7, 2026 at 10.15 in room 3721 at the Department of Mathematics, KTH.

Teachers: Kurt Johansson

Prerequisites: Basic knowledge in probability, complex analysis, measure theory, and very basic knowledge of functional analysis.

Content: Random matrix theory has developed rapidly in the last decades and has connections to many parts of mathematics and applications. This means that the subject is rather diverse and can be approached from many different points of view. The course will cover some basic aspects of random matrix theory with an emphasis on basic mathematical concepts and techniques. It will also give some indications of relations to other parts of mathematics. More information will be available on the Canvas webpage  for the course FSF3624.