Statistics 386: Probability in many dimensions
Winter 2013

Instructor: Professor Steve Lalley
Office: 118 Eckhart Hall
Office Hours: Wednesday 2:00 - 3:00
Phone: 702-9890
E-mail: lalley "atsign"

This course will cover a number of topics in probability and stochastic processes related to "high-dimensional" data. These will include

Eigenvalue Distribution of a Random 1000x1000 Wigner Matrix

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Lecture Notes: