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Random matrix theory with applications

A new Ph.D. level course on Random matrix theory with applications will be offered by Communication systems/ISY during the fall semester 2015.

Content

This course will provide a comprehensive introduction to random matrix theory and its applications. The first part will give a theoretical background of large dimensional random matrix theory. The second part will present some applications to wireless communications and signal processing.

The course will consist of 8 lectures and 4 homework sessions. In total, there will be 12 sessions divided in two parts:

1. Theory: random matrix theory (6 sessions)
2. Applications: wireless communications and signal processing (6 sessions)

The course is open to students enrolled in a Ph.D. program at Linköping University/ISY. External participants upon request. If you have interest to participate, please register by sending an email, by September 8, 2015.

The lecture starts on Tuesday, September 15, 2015, at 10:00 in Algoritmen/ISY.

Prerequisites

  • Good knowledge of linear algebra
  • Matrix analysis
  • Probability theory
  • General mathematical maturity

Credits

One of these versions can be chosen:

5 ECTS version:

  • Active seminar participation in sessions 1 to 6.
  • Homework problems, to be solved individually and handed in at each meeting. Threshold for passing the course: no less than 75% solved correctly.
  • Present at least one problem per homework seminar on the board.
  • Oral exam, when necessary. 


10 ECTS version:

  • Active seminar participation in all 12 sessions.
  • Homework problems, to be solved individually and handed in at each meeting. Threshold for passing the course: no less than 75% solved correctly.
  • Present at least one problem per homework seminar on the board.
  • Oral exam, when necessary. 

More information

For more details (course outline and schedule), please see the course web page:
http://www.commsys.isy.liu.se/en/student/doktorandkurser/RandMatrTh2015