Random Matrix Theory and Its Applications
MIT OpenCourseWare offers this graduate-level introduction to random matrix theory, developed for engineering and applied science students. The course covers the foundational distributions and results of the field, including Wishart matrices, circular ensembles, eigenvalue statistics, and the semicircle law, then connects them to applications such as wireless communications, principal component analysis, and multivariate statistics. Materials include lecture notes, problem sets, and readings drawn from the instructor's research and standard references in the field. The course assumes prior exposure to linear algebra and probability. As with other MIT OpenCourseWare offerings, all materials are free to access and there is no certificate track. It suits students or professionals who need to apply random matrix tools to signal processing, statistics, or physics problems rather than those seeking a first exposure to linear algebra.